+18.7%
DBX vs PPG
+16.2%
+2.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.5% | -0.4% | -2.0% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | -2.9% | -7.8% | +4.9% | 0.0% |
| 3M | +23.8% | -2.2% | +26.0% | +24.1% |
| 6M | +26.2% | +4.1% | +22.1% | +22.1% |
| YTD | +21.6% | +9.1% | +12.5% | +14.7% |
| 1Y | +11.4% | +1.0% | +10.5% | +8.2% |
| 3Y | +21.3% | -13.3% | +34.5% | +23.3% |
| 5Y | +6.7% | -19.2% | +25.9% | +9.1% |
| All | +18.7% | +16.2% | +2.5% | -1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling