-53.9%
NIO vs PENG
+120.5%
-174.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -9.1% | +12.5% | +4.4% |
| 7D | -0.6% | -20.5% | +19.9% | +1.6% |
| 30D | -3.5% | -20.4% | +16.9% | -1.6% |
| 3M | -30.7% | -16.4% | -14.3% | -30.0% |
| 6M | -45.6% | +49.2% | -94.9% | -49.0% |
| YTD | -35.3% | +147.2% | -182.5% | -46.5% |
| 1Y | -53.9% | +124.7% | -178.6% | -61.7% |
| All | -53.9% | +120.5% | -174.4% | -61.7% |
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