+20.2%
PR vs NIO
-43.5%
+63.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.9% | -4.0% | +1.2% |
| 7D | -16.4% | +5.6% | -22.0% | -17.0% |
| 30D | -1.9% | -4.2% | +2.3% | -1.5% |
| 3M | +8.0% | -26.3% | +34.3% | +11.6% |
| 6M | +4.1% | -42.5% | +46.6% | +10.5% |
| YTD | +58.7% | -33.5% | +92.2% | +64.0% |
| 1Y | +75.8% | -52.7% | +128.5% | +89.0% |
| 3Y | +73.2% | -57.5% | +130.6% | +79.3% |
| 5Y | +230.1% | -92.0% | +322.1% | +292.6% |
| All | +20.2% | -43.5% | +63.7% | +9.0% |
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