-50.9%
NIO vs PFGC
+240.1%
-291.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -1.8% | +1.5% | -3.3% | -2.2% |
| 30D | -6.6% | +17.4% | -24.0% | -10.7% |
| 3M | -29.9% | -2.4% | -27.5% | -29.7% |
| 6M | -46.6% | +18.2% | -64.8% | -49.3% |
| YTD | -36.5% | +23.7% | -60.1% | -40.6% |
| 1Y | -51.1% | +15.0% | -66.1% | -53.4% |
| 3Y | -55.2% | +82.3% | -137.6% | -62.6% |
| 5Y | -92.3% | +131.9% | -224.3% | -93.9% |
| All | -50.9% | +240.1% | -291.0% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PFGC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling