+187.5%
PBF vs DBX
+22.6%
+164.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.0% |
| 7D | +5.3% | +2.1% | +3.2% | +4.3% |
| 30D | +11.7% | +5.7% | +6.0% | +8.7% |
| 3M | +91.1% | +31.8% | +59.3% | +67.3% |
| 6M | +88.4% | +37.5% | +51.0% | +59.5% |
| YTD | +194.1% | +27.9% | +166.1% | +156.2% |
| 1Y | +180.4% | +15.0% | +165.4% | +154.4% |
| 3Y | +59.3% | +27.2% | +32.1% | +32.6% |
| 5Y | +816.3% | +12.8% | +803.5% | +678.3% |
| All | +187.5% | +22.6% | +164.9% | +97.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling