+99.9%
PBR vs NIO
-62.3%
+162.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.5% |
| 7D | +2.5% | -6.7% | +9.1% | +2.9% |
| 30D | +19.4% | -20.0% | +39.4% | +21.0% |
| 3M | +20.8% | -30.5% | +51.3% | +23.5% |
| 6M | +23.5% | -20.7% | +44.2% | +24.5% |
| YTD | +83.4% | -25.7% | +109.1% | +85.6% |
| 1Y | +77.6% | -38.6% | +116.1% | +81.4% |
| 3Y | +99.9% | -62.3% | +162.1% | +107.7% |
| All | +99.9% | -62.3% | +162.2% | +107.7% |
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