-14.4%
PCOR vs NIO
-90.0%
+75.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.9% | -6.3% | -1.7% |
| 7D | +22.7% | +5.6% | +17.1% | +21.3% |
| 30D | +37.5% | -4.2% | +41.7% | +38.7% |
| 3M | +35.2% | -26.3% | +61.5% | +44.1% |
| 6M | +42.2% | -42.5% | +84.8% | +59.0% |
| YTD | +3.6% | -33.5% | +37.1% | +10.3% |
| 1Y | -4.8% | -52.7% | +47.9% | +9.2% |
| 3Y | +48.3% | -57.5% | +105.8% | +58.5% |
| 5Y | -20.1% | -92.0% | +71.9% | +8.8% |
| All | -14.4% | -90.0% | +75.6% | +17.3% |
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