-56.1%
NIO vs PENG
+215.6%
-271.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.5% | +0.6% | -3.5% |
| 7D | -14.5% | +13.2% | -27.7% | -17.4% |
| 30D | -15.0% | -29.9% | +15.0% | -8.9% |
| 3M | -35.6% | -22.2% | -13.3% | -33.9% |
| 6M | -55.7% | -1.9% | -53.8% | -59.7% |
| YTD | -43.1% | +142.1% | -185.3% | -61.8% |
| 1Y | -53.5% | +151.5% | -205.0% | -69.2% |
| 3Y | -59.8% | +206.9% | -266.8% | -77.6% |
| 5Y | -93.2% | +58.2% | -151.4% | -95.7% |
| All | -56.1% | +215.6% | -271.7% | -79.3% |
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