-59.8%
NIO vs PSLV
+110.4%
-170.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.3% | -2.6% | -4.4% |
| 7D | -14.5% | -6.3% | -8.2% | -13.2% |
| 30D | -15.0% | -12.7% | -2.3% | -12.5% |
| 3M | -35.6% | -24.7% | -10.8% | -31.8% |
| 6M | -55.7% | -44.6% | -11.1% | -50.3% |
| YTD | -43.1% | -33.3% | -9.9% | -42.9% |
| 1Y | -53.5% | -8.6% | -45.0% | -58.9% |
| 3Y | -59.8% | +108.2% | -168.0% | -74.1% |
| All | -59.8% | +110.4% | -170.2% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling