-92.9%
NIO vs PFGC
+138.1%
-231.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.1% | -6.0% | -5.5% |
| 7D | -14.5% | +3.4% | -17.9% | -16.1% |
| 30D | -15.0% | +16.9% | -31.9% | -23.0% |
| 3M | -35.6% | +6.4% | -42.0% | -38.5% |
| 6M | -55.7% | +16.0% | -71.7% | -60.2% |
| YTD | -43.1% | +23.6% | -66.8% | -51.7% |
| 1Y | -53.5% | +16.6% | -70.1% | -59.1% |
| 3Y | -59.8% | +82.3% | -142.1% | -76.1% |
| All | -92.9% | +138.1% | -231.0% | -96.7% |
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