-52.7%
NIO vs PENG
+88.9%
-141.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +12.4% | -6.4% | +4.6% |
| 7D | +5.6% | -19.4% | +25.1% | +7.3% |
| 30D | -4.2% | -42.4% | +38.2% | +0.6% |
| 3M | -26.3% | -25.6% | -0.7% | -25.0% |
| 6M | -42.5% | +7.3% | -49.8% | -44.2% |
| YTD | -33.5% | +113.9% | -147.4% | -44.0% |
| 1Y | -52.7% | +93.6% | -146.2% | -60.0% |
| All | -52.7% | +88.9% | -141.6% | -60.0% |
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