-92.2%
NIO vs PFGC
+121.6%
-213.8%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.0% | +7.9% | +7.1% |
| 7D | +5.6% | +8.5% | -2.9% | +0.1% |
| 30D | -4.2% | +15.0% | -19.2% | -12.4% |
| 3M | -26.3% | -6.2% | -20.1% | -24.3% |
| 6M | -42.5% | +15.7% | -58.3% | -48.3% |
| YTD | -33.5% | +19.6% | -53.1% | -42.3% |
| 1Y | -52.7% | +13.2% | -65.8% | -57.6% |
| 3Y | -57.5% | +77.0% | -134.4% | -74.0% |
| All | -92.2% | +121.6% | -213.8% | -96.3% |
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