-96.3%
PLUG vs NIO
-92.2%
-4.2%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.6% | +2.9% | +3.1% |
| 7D | +14.5% | +6.9% | +7.6% | +10.9% |
| 30D | -10.7% | -4.7% | -6.0% | -8.2% |
| 3M | -31.2% | -28.1% | -3.1% | -19.0% |
| 6M | -51.9% | -41.7% | -10.2% | -36.8% |
| YTD | -23.9% | -33.1% | +9.3% | -10.0% |
| 1Y | -43.4% | -50.3% | +6.9% | -22.6% |
| 3Y | -74.7% | -54.4% | -20.4% | -68.3% |
| 5Y | -96.3% | -91.6% | -4.7% | -89.3% |
| All | -96.3% | -92.2% | -4.2% | -89.3% |
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 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