+446.0%
PWR vs NIO
-90.7%
+536.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.9% |
| 7D | +3.6% | -13.0% | +16.6% | +5.2% |
| 30D | -8.6% | -18.3% | +9.7% | -6.5% |
| 3M | -13.2% | -33.2% | +20.1% | -9.2% |
| 6M | +9.9% | -21.5% | +31.4% | +12.1% |
| YTD | +48.0% | -25.5% | +73.5% | +51.7% |
| 1Y | +66.2% | -38.0% | +104.2% | +72.9% |
| 3Y | +195.1% | -65.5% | +260.6% | +213.5% |
| All | +446.0% | -90.7% | +536.7% | +545.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling