-53.9%
NIO vs PEGA
-44.4%
-9.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | -0.6% | -2.9% | +2.3% | -0.4% |
| 30D | -3.5% | -0.5% | -3.0% | -3.5% |
| 3M | -30.7% | +8.5% | -39.2% | -31.1% |
| 6M | -45.6% | -6.3% | -39.4% | -45.7% |
| YTD | -35.3% | -42.2% | +6.9% | -31.4% |
| 1Y | -53.9% | -43.4% | -10.5% | -51.5% |
| All | -53.9% | -44.4% | -9.5% | -51.5% |
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