+55.7%
PBF vs DBX
+23.5%
+32.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -0.9% |
| 7D | +1.4% | +0.3% | +1.1% | +1.2% |
| 30D | +15.8% | 0.0% | +15.8% | +15.6% |
| 3M | +90.3% | +26.1% | +64.2% | +76.9% |
| 6M | +102.8% | +29.4% | +73.5% | +85.5% |
| YTD | +187.3% | +24.4% | +162.9% | +165.7% |
| 1Y | +161.8% | +10.9% | +151.0% | +151.5% |
| All | +55.7% | +23.5% | +32.1% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling