-90.6%
NIO vs PFGC
+111.4%
-202.0%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.3% |
| 7D | -13.0% | -2.2% | -10.8% | -11.9% |
| 30D | -18.3% | -11.9% | -6.3% | -12.3% |
| 3M | -33.2% | +5.0% | -38.2% | -35.9% |
| 6M | -21.5% | +8.6% | -30.1% | -26.3% |
| YTD | -25.5% | +9.7% | -35.2% | -31.3% |
| 1Y | -38.0% | -6.3% | -31.7% | -37.2% |
| 3Y | -65.5% | +58.2% | -123.7% | -76.8% |
| All | -90.6% | +111.4% | -202.0% | -95.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling