-76.8%
PLUG vs DBX
+33.4%
-110.2%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -3.1% | +10.5% | +7.8% |
| 7D | +5.8% | -4.4% | +10.2% | +6.4% |
| 30D | -18.5% | +4.8% | -23.3% | -19.1% |
| 3M | -30.0% | +0.3% | -30.3% | -30.2% |
| 6M | -56.2% | +40.4% | -96.6% | -59.8% |
| YTD | -26.4% | +24.7% | -51.1% | -30.5% |
| 1Y | -42.2% | +20.9% | -63.1% | -44.9% |
| 3Y | -76.8% | +34.5% | -111.3% | -77.2% |
| All | -76.8% | +33.4% | -110.2% | -77.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling