-92.9%
NIO vs PEGA
-45.0%
-47.9%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.1% | -7.9% | -6.5% |
| 7D | -4.7% | -4.6% | -0.1% | -3.6% |
| 30D | -14.3% | -6.8% | -7.5% | -12.9% |
| 3M | -32.8% | +2.6% | -35.4% | -34.0% |
| 6M | -49.8% | -5.4% | -44.5% | -50.1% |
| YTD | -40.2% | -46.0% | +5.8% | -30.6% |
| 1Y | -52.7% | -45.6% | -7.1% | -45.3% |
| 3Y | -57.9% | +43.2% | -101.0% | -71.7% |
| 5Y | -92.9% | -45.3% | -47.6% | -91.3% |
| All | -92.9% | -45.0% | -47.9% | -91.3% |
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 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