+61.0%
PEP vs NIO
-46.7%
+107.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +0.2% |
| 7D | +6.7% | -3.6% | +10.3% | +6.7% |
| 30D | +13.5% | -8.0% | +21.6% | +13.6% |
| 3M | +3.9% | -31.2% | +35.1% | +4.4% |
| 6M | -6.0% | -45.8% | +39.8% | -5.4% |
| YTD | +2.5% | -37.3% | +39.7% | +2.9% |
| 1Y | +3.9% | -56.1% | +60.0% | +4.8% |
| 3Y | -4.7% | -61.1% | +56.5% | -4.3% |
| 5Y | +1.1% | -92.4% | +93.5% | +2.8% |
| All | +61.0% | -46.7% | +107.6% | +55.4% |
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