-23.3%
PLUG vs DBX
+19.5%
-42.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -3.1% | +10.5% | +8.9% |
| 7D | +5.8% | -4.4% | +10.2% | +8.0% |
| 30D | -18.5% | +4.8% | -23.3% | -20.6% |
| 3M | -30.0% | +0.3% | -30.3% | -30.9% |
| 6M | -56.2% | +40.4% | -96.6% | -65.0% |
| YTD | -26.4% | +24.7% | -51.1% | -37.6% |
| 1Y | -42.2% | +20.9% | -63.1% | -50.2% |
| 3Y | -76.8% | +34.5% | -111.3% | -82.6% |
| 5Y | -96.2% | +24.6% | -120.9% | -97.0% |
| All | -23.3% | +19.5% | -42.8% | -48.6% |
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