+26.8%
PL vs NIO
-91.9%
+118.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +5.9% | +4.4% | +8.5% |
| 7D | -6.8% | +5.6% | -12.4% | -8.3% |
| 30D | -29.3% | -4.2% | -25.1% | -28.2% |
| 3M | -44.8% | -26.3% | -18.5% | -39.3% |
| 6M | -68.4% | -42.5% | -25.8% | -62.5% |
| YTD | -36.4% | -33.5% | -2.8% | -29.0% |
| 1Y | +0.7% | -52.7% | +53.4% | +24.5% |
| 3Y | +455.3% | -57.5% | +512.8% | +539.6% |
| 5Y | +22.7% | -92.0% | +114.7% | +102.2% |
| All | +26.8% | -91.9% | +118.7% | +107.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling