-64.2%
NIO vs PSLV
+179.9%
-244.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.8% | -2.9% |
| 7D | -4.1% | +3.3% | -7.5% | -4.8% |
| 30D | -23.2% | +2.1% | -25.4% | -23.6% |
| 3M | -29.9% | +7.1% | -37.1% | -31.2% |
| 6M | -25.1% | -21.6% | -3.5% | -22.0% |
| YTD | -27.5% | -6.7% | -20.7% | -31.9% |
| 1Y | -41.1% | +59.3% | -100.4% | -56.1% |
| All | -64.2% | +179.9% | -244.1% | -79.3% |
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