+24.9%
DBX vs PPG
+11.7%
+13.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.0% | +1.3% |
| 7D | +2.1% | -6.2% | +8.3% | +4.5% |
| 30D | +5.7% | -7.9% | +13.7% | +8.9% |
| 3M | +31.8% | -10.2% | +42.0% | +36.4% |
| 6M | +37.5% | +2.7% | +34.8% | +33.5% |
| YTD | +27.9% | +4.9% | +23.0% | +22.3% |
| 1Y | +15.0% | -3.2% | +18.2% | +13.4% |
| 3Y | +27.2% | -17.0% | +44.2% | +31.4% |
| 5Y | +12.8% | -23.3% | +36.1% | +17.5% |
| All | +24.9% | +11.7% | +13.2% | +5.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling