+482.7%
PBR vs NIO
-46.0%
+528.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.4% |
| 7D | -9.1% | -1.8% | -7.3% | -9.0% |
| 30D | -29.9% | -6.6% | -23.3% | -29.6% |
| 3M | +2.3% | -29.9% | +32.2% | +4.9% |
| 6M | -10.9% | -46.6% | +35.7% | -7.0% |
| YTD | +56.9% | -36.5% | +93.4% | +60.9% |
| 1Y | +38.0% | -51.1% | +89.2% | +44.3% |
| 3Y | +64.8% | -55.2% | +120.0% | +67.8% |
| 5Y | +447.1% | -92.3% | +539.4% | +510.2% |
| All | +482.7% | -46.0% | +528.7% | +421.4% |
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