-92.4%
NIO vs PENG
+31.0%
-123.4%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -23.0% | +20.0% | +2.5% |
| 7D | -3.6% | -36.7% | +33.1% | +6.2% |
| 30D | -8.0% | -42.0% | +34.0% | +2.6% |
| 3M | -31.2% | -33.2% | +2.0% | -26.8% |
| 6M | -45.8% | +2.1% | -47.9% | -52.0% |
| YTD | -37.3% | +90.3% | -127.5% | -55.6% |
| 1Y | -56.1% | +67.7% | -123.8% | -67.8% |
| 3Y | -61.1% | +154.2% | -215.4% | -78.9% |
| 5Y | -92.4% | +28.3% | -120.7% | -95.4% |
| All | -92.4% | +31.0% | -123.4% | -95.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling