+173.0%
PBF vs DBX
+20.1%
+152.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.3% |
| 7D | +4.3% | -2.4% | +6.7% | +5.3% |
| 30D | +22.0% | -0.5% | +22.5% | +21.8% |
| 3M | +74.5% | +28.1% | +46.4% | +54.9% |
| 6M | +67.7% | +33.1% | +34.6% | +43.9% |
| YTD | +179.2% | +25.3% | +153.9% | +145.6% |
| 1Y | +170.0% | +18.3% | +151.6% | +141.9% |
| 3Y | +66.4% | +25.0% | +41.4% | +39.6% |
| 5Y | +764.5% | +7.5% | +757.0% | +651.4% |
| All | +173.0% | +20.1% | +152.9% | +89.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling