+272.7%
PM vs NIO
-46.0%
+318.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.1% |
| 7D | -7.1% | -1.8% | -5.2% | -7.0% |
| 30D | -2.8% | -6.6% | +3.8% | -2.7% |
| 3M | +6.3% | -29.9% | +36.2% | +7.1% |
| 6M | +9.6% | -46.6% | +56.3% | +11.0% |
| YTD | +25.6% | -36.5% | +62.1% | +26.5% |
| 1Y | +29.7% | -51.1% | +80.8% | +31.3% |
| 3Y | +147.6% | -55.2% | +202.8% | +148.7% |
| 5Y | +160.1% | -92.3% | +252.4% | +167.5% |
| All | +272.7% | -46.0% | +318.7% | +253.1% |
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 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