-22.9%
PPG vs NIO
-90.3%
+67.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | 0.0% | -2.1% |
| 7D | -3.7% | -4.1% | +0.4% | -3.3% |
| 30D | -7.2% | -23.2% | +16.0% | -4.5% |
| 3M | -7.3% | -29.9% | +22.6% | -3.8% |
| 6M | +0.3% | -25.1% | +25.4% | +2.7% |
| YTD | +6.5% | -27.5% | +34.0% | +9.3% |
| 1Y | +0.5% | -41.1% | +41.6% | +4.9% |
| 3Y | -15.3% | -63.1% | +47.9% | -10.9% |
| 5Y | -22.9% | -90.4% | +67.5% | -15.2% |
| All | -22.9% | -90.3% | +67.4% | -15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling