-57.5%
NIO vs PEGA
+43.4%
-100.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -3.5% | +9.4% | +6.3% |
| 7D | +5.6% | -4.5% | +10.1% | +6.1% |
| 30D | -4.2% | -5.7% | +1.4% | -3.7% |
| 3M | -26.3% | +2.6% | -28.9% | -26.7% |
| 6M | -42.5% | -10.6% | -31.9% | -42.2% |
| YTD | -33.5% | -45.5% | +12.0% | -29.6% |
| 1Y | -52.7% | -44.8% | -7.9% | -50.0% |
| 3Y | -57.5% | +45.5% | -103.0% | -64.8% |
| All | -57.5% | +43.4% | -100.9% | -64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling