+39.4%
PPL vs NIO
-90.7%
+130.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.1% |
| 7D | +2.7% | -13.0% | +15.7% | +3.2% |
| 30D | +0.5% | -18.3% | +18.7% | +1.2% |
| 3M | +0.7% | -33.2% | +33.9% | +2.2% |
| 6M | -7.6% | -21.5% | +13.9% | -7.1% |
| YTD | +1.8% | -25.5% | +27.3% | +2.5% |
| 1Y | -0.8% | -38.0% | +37.3% | +0.4% |
| 3Y | +56.9% | -65.5% | +122.3% | +60.5% |
| All | +39.4% | -90.7% | +130.1% | +41.1% |
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