-48.6%
NIO vs PEGA
+3.9%
-52.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -3.5% | +9.4% | +7.2% |
| 7D | +5.6% | -4.5% | +10.1% | +7.3% |
| 30D | -4.2% | -5.7% | +1.4% | -2.5% |
| 3M | -26.3% | +2.7% | -29.0% | -27.9% |
| 6M | -42.5% | -10.5% | -32.0% | -41.8% |
| YTD | -33.5% | -45.4% | +11.9% | -20.4% |
| 1Y | -52.7% | -44.7% | -7.9% | -43.6% |
| 3Y | -57.5% | +45.7% | -103.1% | -73.5% |
| 5Y | -92.0% | -45.3% | -46.7% | -91.3% |
| All | -48.6% | +3.9% | -52.6% | -74.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling