-68.8%
PCG vs DBX
+12.3%
-81.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.0% | +7.3% | +2.2% |
| 7D | -1.1% | -8.6% | +7.5% | +0.2% |
| 30D | +0.1% | -5.2% | +5.3% | +0.7% |
| 3M | -24.4% | -6.4% | -18.0% | -24.0% |
| 6M | -17.7% | +12.7% | -30.4% | -19.7% |
| YTD | -17.4% | +17.2% | -34.6% | -20.3% |
| 1Y | -19.4% | +5.5% | -24.9% | -20.9% |
| 3Y | -18.6% | +24.1% | -42.7% | -24.1% |
| 5Y | +10.2% | +14.2% | -4.0% | +2.3% |
| All | -68.8% | +12.3% | -81.2% | -74.1% |
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