-13.8%
PCG vs DBX
+26.9%
-40.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.9% | +2.5% |
| 7D | -13.9% | -2.4% | -11.4% | -13.8% |
| 30D | -16.9% | -0.5% | -16.4% | -16.9% |
| 3M | -14.7% | +28.1% | -42.8% | -15.4% |
| 6M | -23.8% | +33.1% | -56.9% | -24.5% |
| YTD | -10.5% | +25.3% | -35.8% | -10.9% |
| 1Y | -5.1% | +18.3% | -23.5% | -5.3% |
| All | -13.8% | +26.9% | -40.7% | -18.3% |
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