+21.5%
DBX vs PFG
+162.0%
-140.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +2.6% |
| 7D | +0.3% | +3.2% | -3.0% | -0.8% |
| 30D | 0.0% | +0.9% | -0.9% | -0.3% |
| 3M | +26.1% | +7.7% | +18.4% | +23.0% |
| 6M | +29.4% | +29.0% | +0.4% | +18.6% |
| YTD | +24.4% | +32.5% | -8.0% | +12.9% |
| 1Y | +10.9% | +47.3% | -36.4% | -3.3% |
| 3Y | +24.1% | +68.2% | -44.2% | +2.5% |
| 5Y | +7.8% | +108.5% | -100.7% | -17.2% |
| All | +21.5% | +162.0% | -140.6% | -24.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling