+420.4%
PBF vs DBX
+24.0%
+396.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | +6.5% | -3.3% | +9.7% | +7.3% |
| 30D | -20.0% | -5.9% | -14.1% | -18.9% |
| 3M | -3.3% | -6.7% | +3.3% | -2.1% |
| 6M | +76.8% | +28.0% | +48.8% | +62.0% |
| YTD | +168.9% | +20.6% | +148.3% | +148.4% |
| 1Y | +96.4% | +10.3% | +86.1% | +86.5% |
| 3Y | +77.2% | +24.0% | +53.2% | +57.5% |
| All | +420.4% | +24.0% | +396.4% | +394.0% |
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