+37.3%
PCAR vs DBX
+24.2%
+13.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -6.0% | +9.7% | +4.2% |
| 7D | +2.9% | -8.6% | +11.5% | +3.7% |
| 30D | -2.1% | -5.2% | +3.0% | -1.7% |
| 3M | -20.4% | -6.4% | -14.0% | -20.0% |
| 6M | -7.0% | +12.7% | -19.7% | -8.0% |
| YTD | -2.6% | +17.2% | -19.8% | -4.0% |
| 1Y | +9.8% | +5.5% | +4.2% | +10.0% |
| 3Y | +37.3% | +24.1% | +13.1% | +30.2% |
| All | +37.3% | +24.2% | +13.0% | +30.2% |
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