-22.6%
PLUG vs NIO
-45.3%
+22.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -3.8% | -4.9% | -7.4% |
| 7D | -2.8% | +2.8% | -5.7% | -3.5% |
| 30D | -18.5% | -8.4% | -10.1% | -15.7% |
| 3M | -35.1% | -32.0% | -3.1% | -26.1% |
| 6M | -56.1% | -43.9% | -12.2% | -46.5% |
| YTD | -30.5% | -35.7% | +5.2% | -20.7% |
| 1Y | -46.5% | -51.1% | +4.6% | -33.4% |
| 3Y | -61.2% | -54.7% | -6.5% | -53.8% |
| 5Y | -96.6% | -91.7% | -4.9% | -93.9% |
| All | -22.6% | -45.3% | +22.7% | +13.3% |
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