+86.9%
PTC vs NIO
-51.7%
+138.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.8% | +0.4% |
| 7D | +0.5% | -14.5% | +14.9% | +2.2% |
| 30D | +1.2% | -15.0% | +16.2% | +3.0% |
| 3M | +27.4% | -35.6% | +62.9% | +33.5% |
| 6M | +39.2% | -55.7% | +94.9% | +51.6% |
| YTD | +12.5% | -43.1% | +55.6% | +18.2% |
| 1Y | +12.3% | -53.5% | +65.8% | +20.5% |
| 3Y | +28.8% | -59.8% | +88.7% | +33.5% |
| 5Y | +60.9% | -93.2% | +154.1% | +93.9% |
| All | +86.9% | -51.7% | +138.5% | +67.3% |
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