+24.6%
DBX vs PPG
+38.5%
-13.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.0% | -1.7% | +3.5% |
| 7D | -1.1% | +7.5% | -8.6% | -0.6% |
| 30D | +5.0% | +20.9% | -15.9% | +6.4% |
| 3M | +4.6% | +8.7% | -4.1% | +5.4% |
| 6M | +43.9% | +23.8% | +20.1% | +46.9% |
| YTD | +29.9% | +26.5% | +3.3% | +29.0% |
| 1Y | +24.6% | +37.6% | -13.0% | +18.0% |
| All | +24.6% | +38.5% | -13.8% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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