-4.6%
PEP vs NIO
-62.1%
+57.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +0.2% |
| 7D | +6.7% | -3.6% | +10.3% | +6.6% |
| 30D | +13.5% | -8.0% | +21.6% | +13.5% |
| 3M | +3.9% | -31.2% | +35.1% | +3.9% |
| 6M | -6.0% | -45.8% | +39.8% | -6.0% |
| YTD | +2.5% | -37.3% | +39.7% | +2.4% |
| 1Y | +3.9% | -56.1% | +60.0% | +3.8% |
| All | -4.6% | -62.1% | +57.5% | -5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling