-96.5%
PLUG vs NIO
-92.6%
-3.8%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -3.0% | -4.5% | -6.0% |
| 7D | -4.9% | -3.6% | -1.3% | -3.0% |
| 30D | -27.4% | -8.0% | -19.4% | -24.2% |
| 3M | -35.7% | -31.2% | -4.5% | -22.6% |
| 6M | -59.3% | -45.8% | -13.6% | -44.6% |
| YTD | -31.5% | -37.3% | +5.8% | -16.4% |
| 1Y | -48.9% | -56.1% | +7.2% | -25.6% |
| 3Y | -79.6% | -61.1% | -18.5% | -72.2% |
| 5Y | -96.5% | -92.4% | -4.0% | -89.1% |
| All | -96.5% | -92.6% | -3.8% | -89.1% |
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