+28.2%
PR vs NIO
-36.7%
+64.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.4% |
| 7D | +2.9% | -13.0% | +16.0% | +4.6% |
| 30D | +18.0% | -18.3% | +36.3% | +20.8% |
| 3M | +16.9% | -33.2% | +50.1% | +22.4% |
| 6M | +28.2% | -21.5% | +49.7% | +30.4% |
| YTD | +69.3% | -25.5% | +94.8% | +73.0% |
| 1Y | +69.5% | -38.0% | +107.5% | +75.8% |
| 3Y | +81.7% | -65.5% | +147.1% | +92.6% |
| 5Y | +422.2% | -90.6% | +512.8% | +509.4% |
| All | +28.2% | -36.7% | +64.9% | +14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling