+66.5%
PPL vs NIO
-43.5%
+110.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.9% | -6.5% | -0.7% |
| 7D | +0.4% | +5.6% | -5.2% | +0.2% |
| 30D | +5.4% | -4.2% | +9.7% | +5.6% |
| 3M | +4.3% | -26.3% | +30.6% | +5.2% |
| 6M | -1.3% | -42.5% | +41.2% | +0.3% |
| YTD | +4.7% | -33.5% | +38.2% | +5.7% |
| 1Y | +1.3% | -52.7% | +53.9% | +3.3% |
| 3Y | +57.2% | -57.5% | +114.7% | +58.6% |
| 5Y | +48.2% | -92.0% | +140.2% | +54.2% |
| All | +66.5% | -43.5% | +110.0% | +52.0% |
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