+104.3%
PBR vs DBX
+25.2%
+79.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.8% | +2.1% |
| 7D | +4.2% | -1.8% | +6.1% | +4.4% |
| 30D | +22.7% | +2.8% | +19.9% | +22.4% |
| 3M | +21.5% | +26.8% | -5.2% | +18.8% |
| 6M | +24.0% | +32.8% | -8.8% | +20.5% |
| YTD | +88.2% | +26.1% | +62.2% | +84.1% |
| 1Y | +74.8% | +14.1% | +60.7% | +73.2% |
| All | +104.3% | +25.2% | +79.1% | +89.8% |
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 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