-14.1%
PCOR vs NIO
-90.6%
+76.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.7% |
| 7D | +23.7% | -3.6% | +27.3% | +24.8% |
| 30D | +39.0% | -8.0% | +47.0% | +41.6% |
| 3M | +35.8% | -31.2% | +66.9% | +46.9% |
| 6M | +38.2% | -45.8% | +84.0% | +56.5% |
| YTD | +3.9% | -37.3% | +41.2% | +12.1% |
| 1Y | +5.7% | -56.1% | +61.8% | +23.2% |
| 3Y | +44.8% | -61.1% | +105.9% | +58.2% |
| 5Y | -19.8% | -92.4% | +72.7% | +10.6% |
| All | -14.1% | -90.6% | +76.5% | +19.2% |
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