-50.3%
NIO vs PENG
+197.5%
-247.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.3% | -1.5% | -3.2% |
| 7D | +2.8% | -16.1% | +18.9% | +6.3% |
| 30D | -8.4% | -41.5% | +33.1% | +2.9% |
| 3M | -32.0% | -19.1% | -12.8% | -30.9% |
| 6M | -43.9% | +0.9% | -44.9% | -49.5% |
| YTD | -35.7% | +128.2% | -163.9% | -56.0% |
| 1Y | -51.1% | +98.6% | -149.7% | -65.3% |
| 3Y | -54.7% | +188.2% | -242.9% | -74.3% |
| 5Y | -91.7% | +55.5% | -147.2% | -94.7% |
| All | -50.3% | +197.5% | -247.8% | -76.2% |
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