+82.6%
PNR vs NIO
-46.0%
+128.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.3% |
| 7D | -3.7% | -1.8% | -1.9% | -3.6% |
| 30D | +33.1% | -6.6% | +39.8% | +33.9% |
| 3M | +3.7% | -29.9% | +33.6% | +6.7% |
| 6M | -7.7% | -46.6% | +38.9% | -3.2% |
| YTD | -32.4% | -36.5% | +4.0% | -30.5% |
| 1Y | -35.0% | -51.1% | +16.1% | -31.7% |
| 3Y | +17.1% | -55.2% | +72.3% | +19.5% |
| 5Y | +0.1% | -92.3% | +92.5% | +11.7% |
| All | +82.6% | -46.0% | +128.6% | +62.0% |
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 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