+208.2%
PSX vs NIO
-43.2%
+251.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.4% | +2.9% |
| 7D | -8.0% | +6.9% | -14.9% | -8.4% |
| 30D | -9.0% | -4.7% | -4.3% | -8.8% |
| 3M | +24.7% | -28.1% | +52.8% | +26.9% |
| 6M | +49.3% | -41.7% | +91.1% | +53.4% |
| YTD | +100.2% | -33.1% | +133.3% | +103.2% |
| 1Y | +88.8% | -50.3% | +139.1% | +94.9% |
| 3Y | +152.5% | -54.4% | +206.8% | +155.5% |
| 5Y | +283.2% | -91.6% | +374.8% | +314.2% |
| All | +208.2% | -43.2% | +251.4% | +179.6% |
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