+14.8%
PLUG vs DBX
+20.1%
-5.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.4% | +5.3% | +4.0% |
| 7D | -0.9% | -2.4% | +1.5% | +0.2% |
| 30D | +3.3% | -0.5% | +3.8% | +3.2% |
| 3M | -39.7% | +28.1% | -67.8% | -47.7% |
| 6M | -12.5% | +33.1% | -45.6% | -27.9% |
| YTD | +10.2% | +25.3% | -15.1% | -6.0% |
| 1Y | +50.7% | +18.3% | +32.3% | +31.6% |
| 3Y | -74.5% | +25.0% | -99.5% | -79.8% |
| 5Y | -91.8% | +7.5% | -99.3% | -93.0% |
| All | +14.8% | +20.1% | -5.3% | -22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling