+208.4%
PCAR vs NIO
-45.3%
+253.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.8% | +3.7% | +0.1% |
| 7D | +3.5% | +2.8% | +0.6% | +3.3% |
| 30D | -2.3% | -8.4% | +6.1% | -1.8% |
| 3M | -19.3% | -32.0% | +12.6% | -17.4% |
| 6M | -7.1% | -43.9% | +36.8% | -3.9% |
| YTD | -2.8% | -35.7% | +32.9% | -0.6% |
| 1Y | +9.3% | -51.1% | +60.4% | +13.6% |
| 3Y | +33.5% | -54.7% | +88.2% | +35.5% |
| 5Y | +112.6% | -91.7% | +204.3% | +131.4% |
| All | +208.4% | -45.3% | +253.7% | +181.5% |
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