-18.1%
PLUG vs NIO
-43.5%
+25.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +5.9% | +1.5% | +5.4% |
| 7D | +5.8% | +5.6% | +0.2% | +4.1% |
| 30D | -18.5% | -4.2% | -14.3% | -17.2% |
| 3M | -30.0% | -26.3% | -3.6% | -22.5% |
| 6M | -56.2% | -42.5% | -13.7% | -47.1% |
| YTD | -26.4% | -33.5% | +7.1% | -17.0% |
| 1Y | -42.2% | -52.7% | +10.4% | -27.5% |
| 3Y | -76.8% | -57.5% | -19.4% | -71.8% |
| 5Y | -96.2% | -92.0% | -4.2% | -93.2% |
| All | -18.1% | -43.5% | +25.4% | +18.4% |
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