+170.0%
PBF vs NIO
-37.4%
+207.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.2% | -1.2% |
| 7D | +4.3% | -13.0% | +17.3% | +5.7% |
| 30D | +22.0% | -18.3% | +40.3% | +24.3% |
| 3M | +74.5% | -33.2% | +107.7% | +80.1% |
| 6M | +67.7% | -21.5% | +89.2% | +66.1% |
| YTD | +179.2% | -25.5% | +204.7% | +178.9% |
| 1Y | +170.0% | -38.0% | +208.0% | +181.6% |
| All | +170.0% | -37.4% | +207.4% | +181.6% |
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