-20.6%
PLUG vs DBX
+12.3%
-33.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -6.0% | +9.4% | +6.3% |
| 7D | +14.5% | -8.6% | +23.1% | +19.0% |
| 30D | -10.7% | -5.2% | -5.5% | -8.9% |
| 3M | -31.2% | -6.4% | -24.8% | -30.0% |
| 6M | -51.9% | +12.7% | -64.7% | -56.7% |
| YTD | -23.9% | +17.2% | -41.1% | -33.7% |
| 1Y | -43.4% | +5.5% | -48.9% | -47.8% |
| 3Y | -74.7% | +24.1% | -98.8% | -80.3% |
| 5Y | -96.3% | +14.2% | -110.5% | -97.0% |
| All | -20.6% | +12.3% | -33.0% | -45.4% |
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