+76.4%
PBF vs NIO
-58.0%
+134.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.9% | +8.1% | +2.5% |
| 7D | +4.3% | -4.7% | +9.0% | +4.5% |
| 30D | -21.8% | -14.3% | -7.5% | -21.2% |
| 3M | +1.7% | -32.8% | +34.5% | +3.8% |
| 6M | +69.8% | -49.8% | +119.6% | +75.5% |
| YTD | +167.7% | -40.2% | +207.9% | +172.5% |
| 1Y | +89.0% | -52.7% | +141.7% | +95.4% |
| All | +76.4% | -58.0% | +134.5% | +83.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling