-97.3%
PLUG vs DBX
+24.0%
-121.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.1% | -10.5% | -10.5% |
| 7D | -23.4% | -3.3% | -20.2% | -22.3% |
| 30D | -23.4% | -5.9% | -17.6% | -21.3% |
| 3M | -51.7% | -6.7% | -45.1% | -50.7% |
| 6M | -72.0% | +28.0% | -99.9% | -77.0% |
| YTD | -43.7% | +20.6% | -64.3% | -53.2% |
| 1Y | -55.4% | +10.3% | -65.7% | -60.6% |
| 3Y | -68.0% | +24.0% | -92.1% | -78.2% |
| All | -97.3% | +24.0% | -121.3% | -98.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling