+14.1%
PCG vs DBX
+23.7%
-9.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.6% |
| 7D | -1.6% | -4.4% | +2.8% | -1.1% |
| 30D | +1.4% | +4.8% | -3.4% | +0.8% |
| 3M | -23.4% | +0.3% | -23.7% | -23.6% |
| 6M | -19.4% | +40.4% | -59.8% | -23.3% |
| YTD | -18.5% | +24.7% | -43.2% | -21.2% |
| 1Y | -19.5% | +20.9% | -40.4% | -21.9% |
| 3Y | -21.0% | +34.5% | -55.5% | -27.4% |
| All | +14.1% | +23.7% | -9.6% | +4.9% |
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