+48.7%
PNR vs NIO
-40.3%
+89.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.9% | -1.1% |
| 7D | -5.5% | -7.3% | +1.8% | -4.9% |
| 30D | -15.6% | -22.5% | +6.9% | -13.8% |
| 3M | -20.2% | -30.9% | +10.7% | -17.8% |
| 6M | -36.6% | -37.2% | +0.6% | -34.5% |
| YTD | -45.0% | -29.8% | -15.2% | -43.8% |
| 1Y | -47.4% | -37.4% | -10.0% | -46.0% |
| 3Y | -13.7% | -64.3% | +50.6% | -10.4% |
| 5Y | -20.8% | -90.6% | +69.8% | -13.0% |
| All | +48.7% | -40.3% | +89.0% | +30.9% |
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