+64.0%
PEP vs NIO
-51.7%
+115.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.9% | +7.2% | +2.3% |
| 7D | +2.9% | -14.5% | +17.4% | +3.1% |
| 30D | +12.5% | -15.0% | +27.5% | +12.7% |
| 3M | +4.5% | -35.6% | +40.1% | +5.0% |
| 6M | -0.5% | -55.7% | +55.2% | +0.4% |
| YTD | +4.4% | -43.1% | +47.6% | +5.0% |
| 1Y | +4.4% | -53.5% | +57.9% | +5.1% |
| 3Y | -3.4% | -59.8% | +56.4% | -3.2% |
| 5Y | +5.2% | -93.2% | +98.4% | +7.0% |
| All | +64.0% | -51.7% | +115.7% | +58.5% |
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 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