-23.8%
PFE vs NIO
-93.2%
+69.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.1% | +0.5% |
| 7D | -1.7% | -14.5% | +12.8% | -0.9% |
| 30D | +0.3% | -15.0% | +15.3% | +1.2% |
| 3M | +9.4% | -35.6% | +44.9% | +11.8% |
| 6M | +14.9% | -55.7% | +70.5% | +19.7% |
| YTD | +23.8% | -43.1% | +66.9% | +26.8% |
| 1Y | +19.5% | -53.5% | +73.0% | +23.7% |
| 3Y | +21.0% | -59.8% | +80.9% | +23.0% |
| All | -23.8% | -93.2% | +69.4% | -28.9% |
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