+35.7%
PEG vs NIO
-90.3%
+126.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | +1.0% | -6.7% | +7.7% | +1.3% |
| 30D | -1.9% | -20.0% | +18.2% | -1.2% |
| 3M | -3.7% | -30.5% | +26.8% | -2.6% |
| 6M | -9.4% | -20.7% | +11.3% | -9.0% |
| YTD | -6.0% | -25.7% | +19.7% | -5.4% |
| 1Y | -4.4% | -38.6% | +34.2% | -3.3% |
| 3Y | +33.5% | -62.3% | +95.8% | +35.2% |
| 5Y | +35.7% | -90.1% | +125.8% | +36.5% |
| All | +35.7% | -90.3% | +126.1% | +36.5% |
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