+71.9%
PBF vs NIO
-36.8%
+108.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.3% | +3.5% | +3.3% |
| 7D | +2.4% | -6.7% | +9.0% | +3.0% |
| 30D | +24.9% | -20.0% | +44.9% | +27.3% |
| 3M | +81.9% | -30.5% | +112.3% | +87.8% |
| 6M | +79.4% | -20.7% | +100.1% | +81.5% |
| YTD | +188.3% | -25.7% | +214.0% | +193.1% |
| 1Y | +177.3% | -38.6% | +215.8% | +186.2% |
| 3Y | +56.0% | -62.3% | +118.3% | +62.0% |
| 5Y | +804.0% | -90.1% | +894.1% | +920.4% |
| All | +71.9% | -36.8% | +108.8% | +46.4% |
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