-38.6%
NIO vs PFGC
-8.4%
-30.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.2% |
| 7D | -6.7% | -2.4% | -4.2% | -6.1% |
| 30D | -20.0% | -15.8% | -4.3% | -16.6% |
| 3M | -30.5% | -0.6% | -29.9% | -30.9% |
| 6M | -20.7% | +10.7% | -31.4% | -24.2% |
| YTD | -25.7% | +7.6% | -33.3% | -28.2% |
| 1Y | -38.6% | -7.8% | -30.8% | -35.9% |
| All | -38.6% | -8.4% | -30.2% | -35.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling