+420.4%
PBF vs NIO
-93.2%
+513.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.9% | +5.4% | +0.7% |
| 7D | +6.5% | -14.5% | +20.9% | +7.3% |
| 30D | -20.0% | -15.0% | -5.0% | -19.4% |
| 3M | -3.3% | -35.6% | +32.2% | -1.3% |
| 6M | +76.8% | -55.7% | +132.5% | +83.7% |
| YTD | +168.9% | -43.1% | +212.1% | +174.6% |
| 1Y | +96.4% | -53.5% | +149.9% | +102.7% |
| 3Y | +77.2% | -59.8% | +137.0% | +80.9% |
| All | +420.4% | -93.2% | +513.6% | +519.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling