-41.4%
PCOR vs NIO
-90.7%
+49.3%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.6% | -2.7% | -3.9% |
| 7D | -9.0% | -13.0% | +4.1% | -6.1% |
| 30D | +4.2% | -18.3% | +22.4% | +8.9% |
| 3M | +14.4% | -33.2% | +47.6% | +24.9% |
| 6M | +0.2% | -21.5% | +21.7% | +3.8% |
| YTD | -20.3% | -25.5% | +5.2% | -17.0% |
| 1Y | -16.1% | -38.0% | +21.9% | -9.8% |
| 3Y | -14.7% | -65.5% | +50.7% | -2.4% |
| All | -41.4% | -90.7% | +49.3% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling