+128.3%
PNC vs NIO
-40.3%
+168.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +1.2% |
| 7D | -0.9% | -7.3% | +6.4% | -0.4% |
| 30D | -4.4% | -22.5% | +18.1% | -2.8% |
| 3M | +5.3% | -30.9% | +36.2% | +7.7% |
| 6M | +19.6% | -37.2% | +56.8% | +22.7% |
| YTD | +19.1% | -29.8% | +48.9% | +21.1% |
| 1Y | +24.3% | -37.4% | +61.7% | +26.9% |
| 3Y | +132.2% | -64.3% | +196.5% | +139.2% |
| 5Y | +52.3% | -90.6% | +142.9% | +63.9% |
| All | +128.3% | -40.3% | +168.7% | +108.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling