-38.0%
NIO vs PENG
+118.5%
-156.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.4% | -8.0% | -2.1% |
| 7D | -13.0% | +4.5% | -17.6% | -13.4% |
| 30D | -18.3% | -7.1% | -11.2% | -17.9% |
| 3M | -33.2% | -27.3% | -6.0% | -32.0% |
| 6M | -21.5% | +169.6% | -191.1% | -30.9% |
| YTD | -25.5% | +164.6% | -190.1% | -34.7% |
| 1Y | -38.0% | +109.5% | -147.5% | -42.0% |
| All | -38.0% | +118.5% | -156.5% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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