-37.3%
PLUG vs NIO
-51.7%
+14.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -4.9% | -5.6% | -8.8% |
| 7D | -23.4% | -14.5% | -9.0% | -19.0% |
| 30D | -23.4% | -15.0% | -8.5% | -18.7% |
| 3M | -51.7% | -35.6% | -16.2% | -43.8% |
| 6M | -72.0% | -55.7% | -16.3% | -63.0% |
| YTD | -43.7% | -43.1% | -0.5% | -32.8% |
| 1Y | -55.4% | -53.5% | -1.9% | -43.4% |
| 3Y | -68.0% | -59.8% | -8.2% | -60.2% |
| 5Y | -97.4% | -93.2% | -4.2% | -95.1% |
| All | -37.3% | -51.7% | +14.4% | -4.1% |
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 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