+62.0%
PEP vs NIO
-45.3%
+107.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.8% | +5.0% | +1.3% |
| 7D | +4.6% | +2.8% | +1.8% | +4.6% |
| 30D | +14.0% | -8.4% | +22.4% | +14.1% |
| 3M | +5.4% | -32.0% | +37.3% | +5.8% |
| 6M | -5.1% | -43.9% | +38.8% | -4.6% |
| YTD | +3.1% | -35.7% | +38.8% | +3.5% |
| 1Y | +4.8% | -51.1% | +55.9% | +5.5% |
| 3Y | -4.1% | -54.7% | +50.6% | -4.0% |
| 5Y | +3.0% | -91.7% | +94.7% | +4.5% |
| All | +62.0% | -45.3% | +107.3% | +56.3% |
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