+168.1%
PM vs NIO
-92.1%
+260.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.9% | -7.7% | -1.9% |
| 7D | -5.2% | +5.6% | -10.8% | -5.3% |
| 30D | +2.7% | -4.2% | +6.9% | +2.8% |
| 3M | +6.1% | -26.3% | +32.4% | +6.8% |
| 6M | +18.0% | -42.5% | +60.5% | +19.4% |
| YTD | +26.6% | -33.5% | +60.1% | +27.4% |
| 1Y | +36.7% | -52.7% | +89.3% | +38.7% |
| 3Y | +146.0% | -57.5% | +203.5% | +148.0% |
| All | +168.1% | -92.1% | +260.1% | +162.0% |
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