+264.3%
PCAR vs NIO
-36.7%
+301.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.7% | +0.3% |
| 7D | -0.5% | -13.0% | +12.5% | +0.4% |
| 30D | -6.2% | -18.3% | +12.0% | -5.0% |
| 3M | +5.9% | -33.2% | +39.1% | +8.6% |
| 6M | +0.4% | -21.5% | +21.9% | +1.5% |
| YTD | +14.8% | -25.5% | +40.3% | +16.4% |
| 1Y | +30.1% | -38.0% | +68.1% | +32.9% |
| 3Y | +66.7% | -65.5% | +132.1% | +72.1% |
| 5Y | +166.1% | -90.6% | +256.7% | +187.2% |
| All | +264.3% | -36.7% | +301.0% | +229.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling