+306.6%
PCAR vs DBX
+20.1%
+286.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.6% |
| 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% | +1.2% |
| 6M | +0.4% | +33.1% | -32.7% | -5.3% |
| YTD | +14.8% | +25.3% | -10.5% | +9.4% |
| 1Y | +30.1% | +18.3% | +11.8% | +24.9% |
| 3Y | +66.7% | +25.0% | +41.6% | +55.5% |
| 5Y | +166.1% | +7.5% | +158.6% | +149.4% |
| All | +306.6% | +20.1% | +286.5% | +232.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling