+57.8%
PNR vs NIO
-36.7%
+94.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.4% |
| 7D | -2.4% | -13.0% | +10.7% | -1.2% |
| 30D | -12.8% | -18.3% | +5.5% | -11.3% |
| 3M | -17.0% | -33.2% | +16.2% | -14.3% |
| 6M | -37.4% | -21.5% | -15.9% | -36.6% |
| YTD | -41.6% | -25.5% | -16.1% | -40.7% |
| 1Y | -44.6% | -38.0% | -6.6% | -43.1% |
| 3Y | -12.1% | -65.5% | +53.3% | -8.5% |
| 5Y | -17.4% | -90.6% | +73.2% | -9.4% |
| All | +57.8% | -36.7% | +94.5% | +38.3% |
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