+55.8%
PBF vs NIO
-43.2%
+98.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.6% | +2.8% | +3.3% |
| 7D | -7.4% | +6.9% | -14.3% | -7.9% |
| 30D | -17.5% | -4.7% | -12.7% | -17.2% |
| 3M | +13.1% | -28.1% | +41.2% | +16.3% |
| 6M | +72.6% | -41.7% | +114.3% | +80.4% |
| YTD | +161.2% | -33.1% | +194.3% | +167.6% |
| 1Y | +93.3% | -50.3% | +143.6% | +103.3% |
| 3Y | +80.7% | -54.4% | +135.0% | +84.3% |
| 5Y | +396.1% | -91.6% | +487.7% | +468.9% |
| All | +55.8% | -43.2% | +98.9% | +33.7% |
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