+739.8%
PANW vs NIO
-38.5%
+778.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.1% | -5.4% | -2.6% |
| 7D | -0.8% | -2.9% | +2.1% | -0.6% |
| 30D | -14.6% | -18.7% | +4.2% | -13.2% |
| 3M | +18.3% | -29.4% | +47.7% | +21.5% |
| 6M | +100.5% | -32.5% | +133.0% | +106.0% |
| YTD | +79.5% | -27.6% | +107.2% | +82.9% |
| 1Y | +66.7% | -39.2% | +105.9% | +71.8% |
| 3Y | +161.2% | -64.3% | +225.5% | +171.3% |
| 5Y | +322.2% | -90.3% | +412.5% | +363.8% |
| All | +739.8% | -38.5% | +778.3% | +740.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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