-69.2%
PCG vs DBX
+15.6%
-84.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.0% | -1.1% |
| 7D | -2.0% | -6.3% | +4.3% | -1.1% |
| 30D | -2.7% | -5.9% | +3.2% | -2.0% |
| 3M | -25.1% | -0.4% | -24.7% | -25.3% |
| 6M | -22.3% | +29.8% | -52.1% | -25.8% |
| YTD | -18.5% | +20.5% | -39.0% | -21.7% |
| 1Y | -21.8% | +8.7% | -30.5% | -23.6% |
| 3Y | -21.0% | +25.9% | -47.0% | -26.5% |
| 5Y | +8.1% | +24.2% | -16.1% | -1.0% |
| All | -69.2% | +15.6% | -84.8% | -74.5% |
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