-44.1%
NIO vs PSLV
+310.0%
-354.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.0% |
| 7D | -2.9% | -3.5% | +0.6% | -1.9% |
| 30D | -18.7% | -2.1% | -16.6% | -18.3% |
| 3M | -29.4% | -1.6% | -27.8% | -29.5% |
| 6M | -32.5% | -25.5% | -7.0% | -27.6% |
| YTD | -27.6% | -11.4% | -16.2% | -30.8% |
| 1Y | -39.2% | +48.6% | -87.8% | -53.3% |
| 3Y | -64.3% | +166.9% | -231.2% | -78.6% |
| 5Y | -90.3% | +152.4% | -242.7% | -94.2% |
| All | -44.1% | +310.0% | -354.1% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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