+29.4%
DBX vs PPG
+3.4%
+26.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.3% | +4.6% | +2.1% |
| 7D | +0.3% | -3.7% | +4.0% | 0.0% |
| 30D | 0.0% | -7.2% | +7.2% | -0.7% |
| 3M | +26.1% | -7.3% | +33.4% | +25.5% |
| 6M | +29.4% | +0.3% | +29.1% | +31.6% |
| All | +29.4% | +3.4% | +26.0% | +31.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling