+170.0%
PBF vs DBX
+20.4%
+149.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -1.2% |
| 7D | +4.3% | -2.4% | +6.7% | +4.4% |
| 30D | +22.0% | -0.5% | +22.5% | +21.9% |
| 3M | +74.5% | +28.1% | +46.4% | +69.3% |
| 6M | +67.7% | +33.1% | +34.6% | +60.8% |
| YTD | +179.2% | +25.3% | +153.9% | +169.1% |
| 1Y | +170.0% | +18.3% | +151.6% | +164.8% |
| All | +170.0% | +20.4% | +149.6% | +164.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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