-73.8%
PLUG vs NIO
-62.6%
-11.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +3.6% |
| 7D | -0.9% | -13.0% | +12.1% | +5.5% |
| 30D | +3.3% | -18.3% | +21.6% | +13.0% |
| 3M | -39.7% | -33.2% | -6.5% | -27.7% |
| 6M | -12.5% | -21.5% | +9.0% | -4.4% |
| YTD | +10.2% | -25.5% | +35.6% | +22.4% |
| 1Y | +50.7% | -38.0% | +88.7% | +77.0% |
| All | -73.8% | -62.6% | -11.1% | -65.7% |
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