+38.1%
PEG vs NIO
-92.1%
+130.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.9% | -6.6% | -0.9% |
| 7D | -2.3% | +5.6% | -7.9% | -2.4% |
| 30D | +1.2% | -4.2% | +5.5% | +1.3% |
| 3M | -2.4% | -26.3% | +23.9% | -1.5% |
| 6M | -6.9% | -42.5% | +35.7% | -5.3% |
| YTD | -7.2% | -33.5% | +26.3% | -6.3% |
| 1Y | -8.9% | -52.7% | +43.8% | -7.0% |
| 3Y | +27.1% | -57.5% | +84.6% | +28.2% |
| All | +38.1% | -92.1% | +130.2% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling