+222.2%
PWR vs NIO
-59.9%
+282.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.9% | +0.3% | +5.6% |
| 7D | -12.9% | +5.6% | -18.5% | -13.4% |
| 30D | -22.8% | -4.2% | -18.6% | -22.5% |
| 3M | -19.0% | -26.3% | +7.3% | -16.4% |
| 6M | -31.1% | -42.5% | +11.4% | -27.2% |
| YTD | +28.3% | -33.5% | +61.8% | +32.7% |
| 1Y | +22.2% | -52.7% | +74.9% | +30.3% |
| 3Y | +222.2% | -57.5% | +279.6% | +236.1% |
| All | +222.2% | -59.9% | +282.1% | +236.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling