+22.3%
DBX vs PFGC
+222.8%
-200.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.3% |
| 7D | -2.4% | -2.2% | -0.2% | -2.0% |
| 30D | -0.5% | -11.9% | +11.5% | +2.0% |
| 3M | +28.1% | +5.0% | +23.0% | +26.6% |
| 6M | +33.1% | +8.6% | +24.5% | +30.2% |
| YTD | +25.3% | +9.7% | +15.6% | +21.9% |
| 1Y | +18.3% | -6.3% | +24.6% | +18.9% |
| 3Y | +25.0% | +58.2% | -33.2% | +12.1% |
| 5Y | +7.5% | +110.4% | -102.9% | -9.7% |
| All | +22.3% | +222.8% | -200.6% | -22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling