-70.5%
PCG vs NIO
-51.7%
-18.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.9% | +7.1% | +2.5% |
| 7D | +2.2% | -14.5% | +16.6% | +3.3% |
| 30D | +0.8% | -15.0% | +15.7% | +1.9% |
| 3M | -23.8% | -35.6% | +11.8% | -21.3% |
| 6M | -19.6% | -55.7% | +36.0% | -14.9% |
| YTD | -16.7% | -43.1% | +26.4% | -13.8% |
| 1Y | -19.4% | -53.5% | +34.1% | -15.4% |
| 3Y | -18.3% | -59.8% | +41.5% | -16.2% |
| 5Y | +10.4% | -93.2% | +103.6% | +24.8% |
| All | -70.5% | -51.7% | -18.8% | -76.9% |
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