+24.6%
DBX vs PFG
+46.8%
-22.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.1% | -0.9% | +1.7% |
| 7D | -1.1% | +4.9% | -6.0% | -2.9% |
| 30D | +5.0% | +5.7% | -0.6% | +2.8% |
| 3M | +4.6% | +2.6% | +2.0% | +3.5% |
| 6M | +43.9% | +19.8% | +24.1% | +37.5% |
| YTD | +29.9% | +36.3% | -6.4% | +22.7% |
| 1Y | +24.6% | +47.9% | -23.3% | +12.9% |
| All | +24.6% | +46.8% | -22.2% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling