+299.5%
PCAR vs DBX
+16.6%
+282.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.2% | -1.3% |
| 7D | 0.0% | -1.3% | +1.4% | +0.3% |
| 30D | -7.7% | -2.9% | -4.9% | -7.4% |
| 3M | +3.7% | +23.8% | -20.1% | -0.3% |
| 6M | +2.3% | +26.2% | -23.9% | -2.6% |
| YTD | +12.8% | +21.6% | -8.8% | +8.0% |
| 1Y | +27.8% | +11.4% | +16.3% | +24.0% |
| 3Y | +61.8% | +21.3% | +40.5% | +51.8% |
| 5Y | +168.2% | +6.7% | +161.5% | +151.7% |
| All | +299.5% | +16.6% | +282.9% | +228.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling