+584.4%
PBR vs NIO
-38.3%
+622.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.7% |
| 7D | +0.3% | -4.1% | +4.5% | +0.7% |
| 30D | +17.5% | -23.2% | +40.8% | +19.8% |
| 3M | +20.9% | -29.9% | +50.8% | +24.0% |
| 6M | +20.2% | -25.1% | +45.3% | +22.1% |
| YTD | +84.3% | -27.5% | +111.7% | +87.4% |
| 1Y | +77.1% | -41.1% | +118.2% | +82.2% |
| 3Y | +100.8% | -63.1% | +164.0% | +107.4% |
| 5Y | +556.1% | -90.4% | +646.5% | +619.0% |
| All | +584.4% | -38.3% | +622.7% | +507.1% |
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