-0.3%
PG vs NIO
-64.4%
+64.1%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -2.0% |
| 7D | -3.4% | -4.1% | +0.8% | -3.4% |
| 30D | -2.6% | -23.2% | +20.6% | -2.7% |
| 3M | -3.3% | -29.9% | +26.6% | -3.5% |
| 6M | -6.7% | -25.1% | +18.4% | -6.9% |
| YTD | +1.7% | -27.5% | +29.2% | +1.6% |
| 1Y | -7.9% | -41.1% | +33.2% | -8.1% |
| All | -0.3% | -64.4% | +64.1% | -1.1% |
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