+70.4%
PCAR vs NIO
-64.6%
+135.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.7% | +0.2% |
| 7D | -0.5% | -13.0% | +12.5% | +0.3% |
| 30D | -6.2% | -18.3% | +12.0% | -5.1% |
| 3M | +5.9% | -33.2% | +39.1% | +8.4% |
| 6M | +0.4% | -21.5% | +21.9% | +1.4% |
| YTD | +14.8% | -25.5% | +40.3% | +16.2% |
| 1Y | +30.1% | -38.0% | +68.1% | +32.6% |
| All | +70.4% | -64.6% | +135.0% | +81.6% |
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