+4.7%
PEP vs NIO
-90.7%
+95.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.6% |
| 7D | -1.4% | -13.0% | +11.6% | -1.3% |
| 30D | +0.2% | -18.3% | +18.5% | +0.4% |
| 3M | -1.1% | -33.2% | +32.1% | -0.8% |
| 6M | -13.5% | -21.5% | +8.0% | -13.4% |
| YTD | -1.2% | -25.5% | +24.3% | -1.0% |
| 1Y | -1.6% | -38.0% | +36.5% | -1.4% |
| 3Y | -12.5% | -65.5% | +52.9% | -12.2% |
| All | +4.7% | -90.7% | +95.4% | +2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling