-53.5%
NIO vs PEGA
-44.6%
-9.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.2% | -6.1% | -5.0% |
| 7D | -14.5% | +0.1% | -14.5% | -14.4% |
| 30D | -15.0% | -4.1% | -10.8% | -14.8% |
| 3M | -35.6% | -2.8% | -32.7% | -35.5% |
| 6M | -55.7% | -0.4% | -55.2% | -55.7% |
| YTD | -43.1% | -45.4% | +2.2% | -39.3% |
| 1Y | -53.5% | -42.6% | -10.9% | -52.3% |
| All | -53.5% | -44.6% | -9.0% | -52.3% |
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