-11.8%
PCOR vs NIO
-91.5%
+79.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.9% | +5.4% | +1.6% |
| 7D | +3.0% | -14.5% | +17.5% | +6.5% |
| 30D | +38.7% | -15.0% | +53.6% | +43.5% |
| 3M | +24.9% | -35.6% | +60.4% | +36.9% |
| 6M | +68.8% | -55.7% | +124.4% | +99.7% |
| YTD | +6.7% | -43.1% | +49.8% | +17.4% |
| 1Y | +3.0% | -53.5% | +56.5% | +18.3% |
| 3Y | +48.6% | -59.8% | +108.4% | +59.4% |
| 5Y | -12.7% | -93.2% | +80.5% | +22.8% |
| All | -11.8% | -91.5% | +79.7% | +24.9% |
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