+801.9%
PBF vs DBX
+8.9%
+793.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -1.0% |
| 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% | +76.4% |
| 6M | +102.8% | +29.4% | +73.5% | +84.8% |
| YTD | +187.3% | +24.4% | +162.9% | +164.6% |
| 1Y | +161.8% | +10.9% | +151.0% | +149.5% |
| 3Y | +55.5% | +24.1% | +31.4% | +39.3% |
| 5Y | +801.9% | +7.8% | +794.2% | +748.6% |
| All | +801.9% | +8.9% | +793.0% | +748.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling