+746.4%
PANW vs NIO
-36.7%
+783.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.5% |
| 7D | -10.3% | -13.0% | +2.7% | -9.3% |
| 30D | -8.1% | -18.3% | +10.2% | -6.7% |
| 3M | +19.3% | -33.2% | +52.6% | +23.1% |
| 6M | +110.2% | -21.5% | +131.7% | +113.3% |
| YTD | +80.9% | -25.5% | +106.4% | +84.0% |
| 1Y | +73.3% | -38.0% | +111.3% | +78.2% |
| 3Y | +174.6% | -65.5% | +240.1% | +186.1% |
| 5Y | +327.1% | -90.6% | +417.6% | +369.7% |
| All | +746.4% | -36.7% | +783.1% | +745.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling