+79.3%
PEG vs NIO
-36.7%
+115.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.4% | -0.1% |
| 7D | +0.7% | -13.0% | +13.7% | +1.0% |
| 30D | -2.4% | -18.3% | +15.8% | -2.0% |
| 3M | -4.8% | -33.2% | +28.4% | -3.9% |
| 6M | -10.7% | -21.5% | +10.8% | -10.3% |
| YTD | -6.7% | -25.5% | +18.8% | -6.2% |
| 1Y | -6.8% | -38.0% | +31.2% | -6.1% |
| 3Y | +34.5% | -65.5% | +99.9% | +35.9% |
| 5Y | +35.8% | -90.6% | +126.3% | +38.9% |
| All | +79.3% | -36.7% | +115.9% | +67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling