+80.6%
PEG vs NIO
-36.8%
+117.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | +1.0% | -6.7% | +7.7% | +1.2% |
| 30D | -1.9% | -20.0% | +18.2% | -1.4% |
| 3M | -3.7% | -30.5% | +26.8% | -2.9% |
| 6M | -9.4% | -20.7% | +11.3% | -9.1% |
| YTD | -6.0% | -25.7% | +19.7% | -5.5% |
| 1Y | -4.4% | -38.6% | +34.2% | -3.6% |
| 3Y | +33.5% | -62.3% | +95.8% | +34.7% |
| 5Y | +35.7% | -90.1% | +125.8% | +38.7% |
| All | +80.6% | -36.8% | +117.4% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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