+413.3%
PBR vs DBX
+16.6%
+396.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.9% | +6.5% | +4.3% |
| 7D | +2.5% | -1.3% | +3.8% | +2.7% |
| 30D | +19.4% | -2.9% | +22.3% | +20.0% |
| 3M | +20.8% | +23.8% | -3.1% | +13.4% |
| 6M | +23.5% | +26.2% | -2.7% | +14.3% |
| YTD | +83.4% | +21.6% | +61.8% | +71.1% |
| 1Y | +77.6% | +11.4% | +66.1% | +69.3% |
| 3Y | +99.9% | +21.3% | +78.6% | +79.5% |
| 5Y | +567.7% | +6.7% | +561.1% | +506.2% |
| All | +413.3% | +16.6% | +396.7% | +258.3% |
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