+243.5%
PM vs NIO
-36.7%
+280.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.9% |
| 7D | -4.9% | -13.0% | +8.2% | -4.6% |
| 30D | -3.4% | -18.3% | +14.9% | -3.0% |
| 3M | +5.2% | -33.2% | +38.4% | +6.0% |
| 6M | +3.7% | -21.5% | +25.2% | +4.1% |
| YTD | +15.8% | -25.5% | +41.3% | +16.3% |
| 1Y | +17.4% | -38.0% | +55.4% | +18.2% |
| 3Y | +116.9% | -65.5% | +182.4% | +119.3% |
| 5Y | +117.3% | -90.6% | +207.9% | +122.5% |
| All | +243.5% | -36.7% | +280.2% | +224.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling