+111.0%
PBF vs NIO
-54.1%
+165.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.4% | -10.1% | -6.6% |
| 7D | -0.9% | -0.6% | -0.3% | -0.9% |
| 30D | -13.7% | -3.5% | -10.2% | -13.7% |
| 3M | +10.6% | -30.7% | +41.3% | +10.9% |
| 6M | +61.2% | -45.6% | +106.8% | +59.1% |
| YTD | +172.7% | -35.3% | +208.0% | +167.0% |
| 1Y | +111.0% | -53.9% | +164.9% | +138.9% |
| All | +111.0% | -54.1% | +165.1% | +138.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling