-91.9%
PLUG vs NIO
-90.7%
-1.2%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +3.6% |
| 7D | -0.9% | -13.0% | +12.1% | +6.3% |
| 30D | +3.3% | -18.3% | +21.6% | +14.3% |
| 3M | -39.7% | -33.2% | -6.5% | -26.0% |
| 6M | -12.5% | -21.5% | +9.0% | -3.6% |
| YTD | +10.2% | -25.5% | +35.6% | +23.5% |
| 1Y | +50.7% | -38.0% | +88.7% | +80.0% |
| 3Y | -74.5% | -65.5% | -9.0% | -62.8% |
| All | -91.9% | -90.7% | -1.2% | -75.8% |
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