+14.8%
PLUG vs DBX
+19.3%
-4.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.3% | -6.3% | -5.1% |
| 7D | +3.8% | +0.3% | +3.6% | +3.5% |
| 30D | +2.8% | 0.0% | +2.8% | +2.3% |
| 3M | -25.4% | +26.1% | -51.5% | -34.8% |
| 6M | -0.5% | +29.4% | -29.8% | -16.7% |
| YTD | +10.2% | +24.4% | -14.3% | -5.9% |
| 1Y | +53.9% | +10.9% | +43.0% | +39.1% |
| 3Y | -72.7% | +24.1% | -96.8% | -78.4% |
| 5Y | -91.4% | +7.8% | -99.2% | -92.7% |
| All | +14.8% | +19.3% | -4.5% | -22.5% |
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