+36.5%
PEG vs NIO
-60.1%
+96.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.9% | +6.4% | +1.6% |
| 7D | +4.5% | -14.5% | +19.0% | +4.9% |
| 30D | +7.5% | -15.0% | +22.5% | +7.9% |
| 3M | +0.8% | -35.6% | +36.4% | +1.8% |
| 6M | 0.0% | -55.7% | +55.7% | +2.0% |
| YTD | -3.0% | -43.1% | +40.1% | -2.0% |
| 1Y | -4.7% | -53.5% | +48.8% | -3.3% |
| 3Y | +36.5% | -59.8% | +96.3% | +37.9% |
| All | +36.5% | -60.1% | +96.6% | +37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling