-19.4%
PCG vs DBX
+38.5%
-57.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -2.1% |
| 7D | -1.6% | -4.4% | +2.8% | -1.9% |
| 30D | +1.4% | +4.8% | -3.4% | +1.6% |
| 3M | -23.4% | +0.3% | -23.7% | -23.3% |
| 6M | -19.4% | +40.4% | -59.8% | -15.6% |
| All | -19.4% | +38.5% | -57.8% | -15.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling