+82.3%
PL vs NIO
-90.7%
+173.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.7% |
| 7D | -9.3% | -13.0% | +3.7% | -5.2% |
| 30D | -18.9% | -18.3% | -0.6% | -13.6% |
| 3M | -58.4% | -33.2% | -25.2% | -52.3% |
| 6M | -30.3% | -21.5% | -8.8% | -25.6% |
| YTD | -8.1% | -25.5% | +17.4% | -0.9% |
| 1Y | +180.5% | -38.0% | +218.5% | +219.2% |
| 3Y | +444.1% | -65.5% | +509.6% | +576.8% |
| All | +82.3% | -90.7% | +173.0% | +243.3% |
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