-28.0%
PLUG vs DBX
+14.3%
-42.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.1% | -1.8% |
| 7D | -6.8% | -8.1% | +1.3% | -3.3% |
| 30D | -16.0% | -4.9% | -11.1% | -14.4% |
| 3M | -38.7% | -2.7% | -36.0% | -38.8% |
| 6M | -61.4% | +25.2% | -86.5% | -66.8% |
| YTD | -31.0% | +19.3% | -50.2% | -40.4% |
| 1Y | -46.2% | +6.6% | -52.9% | -50.7% |
| 3Y | -61.5% | +24.6% | -86.1% | -69.8% |
| 5Y | -96.9% | +23.5% | -120.4% | -97.5% |
| All | -28.0% | +14.3% | -42.4% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 10y: compounded portfolio wealth divided by compounded DBX 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…
10y analysis · Full analysis span regression · 6 months rolling