+48.3%
PCOR vs NIO
-59.9%
+108.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.9% | -6.3% | -1.1% |
| 7D | +22.7% | +5.6% | +17.1% | +22.0% |
| 30D | +37.5% | -4.2% | +41.7% | +38.1% |
| 3M | +35.2% | -26.3% | +61.5% | +39.7% |
| 6M | +42.2% | -42.5% | +84.8% | +50.4% |
| YTD | +3.6% | -33.5% | +37.1% | +7.1% |
| 1Y | -4.8% | -52.7% | +47.9% | +2.6% |
| 3Y | +48.3% | -57.5% | +105.8% | +54.5% |
| All | +48.3% | -59.9% | +108.2% | +54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling