-48.6%
NIO vs PENG
+178.8%
-227.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +12.4% | -6.4% | +2.7% |
| 7D | +5.6% | -19.4% | +25.1% | +10.1% |
| 30D | -4.2% | -42.4% | +38.2% | +8.1% |
| 3M | -26.3% | -25.6% | -0.7% | -23.5% |
| 6M | -42.5% | +7.3% | -49.8% | -49.4% |
| YTD | -33.5% | +113.9% | -147.4% | -53.7% |
| 1Y | -52.7% | +93.6% | -146.2% | -66.2% |
| 3Y | -57.5% | +170.2% | -227.7% | -75.4% |
| 5Y | -92.0% | +44.2% | -136.2% | -94.8% |
| All | -48.6% | +178.8% | -227.4% | -75.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling