-64.8%
NIO vs PENG
+101.4%
-166.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.4% | -8.0% | -2.5% |
| 7D | -13.0% | +4.5% | -17.6% | -13.6% |
| 30D | -18.3% | -7.1% | -11.2% | -17.7% |
| 3M | -33.2% | -27.3% | -6.0% | -31.5% |
| 6M | -21.5% | +169.6% | -191.1% | -35.9% |
| YTD | -25.5% | +164.6% | -190.1% | -39.4% |
| 1Y | -38.0% | +109.5% | -147.5% | -48.1% |
| All | -64.8% | +101.4% | -166.2% | -71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling