+17.9%
PR vs NIO
-46.7%
+64.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.0% | -1.8% | -4.5% |
| 7D | -16.5% | -3.6% | -12.9% | -16.2% |
| 30D | -4.5% | -8.0% | +3.5% | -3.7% |
| 3M | +8.5% | -31.2% | +39.7% | +13.1% |
| 6M | -3.3% | -45.8% | +42.4% | +3.3% |
| YTD | +55.7% | -37.3% | +93.0% | +62.0% |
| 1Y | +82.0% | -56.1% | +138.1% | +97.5% |
| 3Y | +62.5% | -61.1% | +123.6% | +70.0% |
| 5Y | +223.9% | -92.4% | +316.3% | +287.8% |
| All | +17.9% | -46.7% | +64.6% | +7.6% |
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