+35.8%
PCAR vs DBX
+26.6%
+9.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | +4.9% | -3.3% | +8.2% | +5.2% |
| 30D | -1.4% | -5.9% | +4.4% | -1.0% |
| 3M | -18.1% | -6.7% | -11.5% | -17.8% |
| 6M | -4.0% | +28.0% | -32.0% | -6.3% |
| YTD | -1.5% | +20.6% | -22.1% | -3.1% |
| 1Y | +13.2% | +10.3% | +2.9% | +12.9% |
| 3Y | +35.8% | +24.0% | +11.7% | +29.4% |
| All | +35.8% | +26.6% | +9.2% | +29.4% |
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