+1,616.4%
PWR vs NIO
-43.2%
+1,659.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.6% | +8.8% | +9.3% |
| 7D | -4.8% | +6.9% | -11.7% | -5.3% |
| 30D | -16.2% | -4.7% | -11.5% | -15.9% |
| 3M | -11.9% | -28.1% | +16.1% | -9.5% |
| 6M | -20.6% | -41.7% | +21.1% | -17.1% |
| YTD | +40.3% | -33.1% | +73.4% | +44.1% |
| 1Y | +33.0% | -50.3% | +83.3% | +39.9% |
| 3Y | +250.0% | -54.4% | +304.3% | +258.4% |
| 5Y | +404.2% | -91.6% | +495.8% | +459.2% |
| All | +1,616.4% | -43.2% | +1,659.6% | +1,451.9% |
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 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