-21.5%
PFE vs NIO
-92.1%
+70.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.9% | -7.6% | -2.0% |
| 7D | -3.7% | +5.6% | -9.3% | -4.0% |
| 30D | +5.0% | -4.2% | +9.2% | +5.2% |
| 3M | +12.2% | -26.3% | +38.5% | +13.9% |
| 6M | +14.6% | -42.5% | +57.1% | +17.7% |
| YTD | +24.1% | -33.5% | +57.7% | +26.2% |
| 1Y | +26.6% | -52.7% | +79.2% | +30.9% |
| 3Y | +14.3% | -57.5% | +71.8% | +15.6% |
| All | -21.5% | -92.1% | +70.6% | -24.3% |
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 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