-42.6%
NIO vs PEGA
+14.7%
-57.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | +1.3% |
| 7D | -6.7% | -2.4% | -4.3% | -5.9% |
| 30D | -20.0% | +9.6% | -29.7% | -23.2% |
| 3M | -30.5% | +2.3% | -32.8% | -32.3% |
| 6M | -20.7% | -23.9% | +3.2% | -14.3% |
| YTD | -25.7% | -39.8% | +14.1% | -13.7% |
| 1Y | -38.6% | -37.4% | -1.2% | -30.4% |
| 3Y | -62.3% | +53.1% | -115.4% | -76.6% |
| 5Y | -90.1% | -47.2% | -42.8% | -88.6% |
| All | -42.6% | +14.7% | -57.3% | -71.9% |
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