+7.8%
DBX vs PFGC
+111.7%
-103.9%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.5% | +2.7% |
| 7D | +0.3% | -3.7% | +4.0% | +1.5% |
| 30D | 0.0% | -16.0% | +16.0% | +5.7% |
| 3M | +26.1% | -4.1% | +30.2% | +27.5% |
| 6M | +29.4% | +8.7% | +20.6% | +24.6% |
| YTD | +24.4% | +6.4% | +18.1% | +19.7% |
| 1Y | +10.9% | -8.4% | +19.2% | +12.7% |
| 3Y | +24.1% | +61.8% | -37.7% | 0.0% |
| 5Y | +7.8% | +108.7% | -101.0% | -24.7% |
| All | +7.8% | +111.7% | -103.9% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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