+172.3%
PCAR vs DBX
+7.0%
+165.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.5% |
| 7D | -0.5% | -2.4% | +1.9% | -0.1% |
| 30D | -6.2% | -0.5% | -5.7% | -6.3% |
| 3M | +5.9% | +28.1% | -22.2% | +1.5% |
| 6M | +0.4% | +33.1% | -32.7% | -5.0% |
| YTD | +14.8% | +25.3% | -10.5% | +9.9% |
| 1Y | +30.1% | +18.3% | +11.8% | +25.6% |
| 3Y | +66.7% | +25.0% | +41.6% | +55.0% |
| All | +172.3% | +7.0% | +165.3% | +142.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling