+96.4%
PBF vs DBX
+9.0%
+87.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +6.5% | -3.3% | +9.7% | +6.4% |
| 30D | -20.0% | -5.9% | -14.1% | -19.9% |
| 3M | -3.3% | -6.7% | +3.3% | -3.2% |
| 6M | +76.8% | +28.0% | +48.8% | +73.3% |
| YTD | +168.9% | +20.6% | +148.3% | +152.1% |
| 1Y | +96.4% | +10.3% | +86.1% | +83.8% |
| All | +96.4% | +9.0% | +87.3% | +83.8% |
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