-90.6%
NIO vs PEGA
-46.5%
-44.2%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.3% |
| 7D | -13.0% | +3.3% | -16.3% | -13.9% |
| 30D | -18.3% | +17.7% | -36.0% | -22.4% |
| 3M | -33.2% | +5.8% | -39.0% | -35.1% |
| 6M | -21.5% | -20.3% | -1.2% | -17.5% |
| YTD | -25.5% | -37.1% | +11.7% | -16.7% |
| 1Y | -38.0% | -30.2% | -7.8% | -33.6% |
| 3Y | -65.5% | +48.1% | -113.6% | -76.3% |
| All | -90.6% | -46.5% | -44.2% | -87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling