-38.0%
NIO vs PEGA
-30.0%
-8.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | -13.0% | +3.3% | -16.3% | -13.3% |
| 30D | -18.3% | +17.7% | -36.0% | -19.4% |
| 3M | -33.2% | +5.8% | -39.0% | -33.8% |
| 6M | -21.5% | -20.3% | -1.2% | -20.7% |
| YTD | -25.5% | -37.1% | +11.7% | -20.5% |
| 1Y | -38.0% | -30.2% | -7.8% | -34.4% |
| All | -38.0% | -30.0% | -8.0% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 1y: compounded portfolio wealth divided by compounded PEGA 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…
1y analysis · Full analysis span regression · 6 months rolling