+1,711.7%
PWR vs NIO
-36.7%
+1,748.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.8% |
| 7D | +3.6% | -13.0% | +16.6% | +4.8% |
| 30D | -8.6% | -18.3% | +9.7% | -7.1% |
| 3M | -13.2% | -33.2% | +20.1% | -10.3% |
| 6M | +9.9% | -21.5% | +31.4% | +11.5% |
| YTD | +48.0% | -25.5% | +73.5% | +50.8% |
| 1Y | +66.2% | -38.0% | +104.2% | +71.2% |
| 3Y | +195.1% | -65.5% | +260.6% | +207.8% |
| 5Y | +442.6% | -90.6% | +533.1% | +495.5% |
| All | +1,711.7% | -36.7% | +1,748.3% | +1,523.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling