+143.9%
PM vs NIO
-59.9%
+203.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.9% | -7.7% | -1.8% |
| 7D | -5.2% | +5.6% | -10.8% | -5.3% |
| 30D | +2.7% | -4.2% | +6.9% | +2.7% |
| 3M | +5.2% | -26.3% | +31.5% | +5.5% |
| 6M | +17.0% | -42.5% | +59.5% | +17.5% |
| YTD | +25.5% | -33.5% | +59.0% | +25.8% |
| 1Y | +35.5% | -52.7% | +88.2% | +36.1% |
| 3Y | +143.9% | -57.5% | +201.4% | +148.1% |
| All | +143.9% | -59.9% | +203.8% | +148.1% |
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