+1,695.2%
PWR vs NIO
-40.3%
+1,735.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -1.0% |
| 7D | -0.2% | -7.3% | +7.0% | +0.4% |
| 30D | -7.7% | -22.5% | +14.8% | -5.8% |
| 3M | -4.9% | -30.9% | +26.0% | -2.0% |
| 6M | +9.7% | -37.2% | +46.9% | +13.6% |
| YTD | +46.7% | -29.8% | +76.5% | +50.2% |
| 1Y | +58.7% | -37.4% | +96.1% | +63.6% |
| 3Y | +200.7% | -64.3% | +265.1% | +213.1% |
| 5Y | +438.6% | -90.6% | +529.1% | +491.9% |
| All | +1,695.2% | -40.3% | +1,735.5% | +1,516.6% |
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