+12.2%
PCAR vs DBX
+22.5%
-10.3%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.3% | +0.8% | +4.2% |
| 7D | +3.7% | -1.1% | +4.8% | +3.5% |
| 30D | -2.9% | +5.0% | -8.0% | -2.6% |
| 3M | -21.7% | +4.6% | -26.3% | -21.3% |
| 6M | -6.6% | +43.9% | -50.6% | -2.0% |
| YTD | -2.2% | +29.9% | -32.1% | +2.4% |
| 1Y | +12.2% | +24.6% | -12.4% | +17.0% |
| All | +12.2% | +22.5% | -10.3% | +17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling