-97.3%
PLUG vs NIO
-93.2%
-4.2%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -4.9% | -5.6% | -8.0% |
| 7D | -23.4% | -14.5% | -9.0% | -16.7% |
| 30D | -23.4% | -15.0% | -8.5% | -16.2% |
| 3M | -51.7% | -35.6% | -16.2% | -39.5% |
| 6M | -72.0% | -55.7% | -16.3% | -57.6% |
| YTD | -43.7% | -43.1% | -0.5% | -27.3% |
| 1Y | -55.4% | -53.5% | -1.9% | -36.7% |
| 3Y | -68.0% | -59.8% | -8.2% | -57.6% |
| All | -97.3% | -93.2% | -4.2% | -91.9% |
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