-66.2%
PCG vs DBX
+20.1%
-86.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.9% | +2.8% |
| 7D | -13.9% | -2.4% | -11.4% | -13.5% |
| 30D | -16.9% | -0.5% | -16.4% | -16.8% |
| 3M | -14.7% | +28.1% | -42.8% | -18.0% |
| 6M | -23.8% | +33.1% | -56.9% | -27.6% |
| YTD | -10.5% | +25.3% | -35.8% | -14.2% |
| 1Y | -5.1% | +18.3% | -23.5% | -8.4% |
| 3Y | -11.6% | +25.0% | -36.6% | -17.3% |
| 5Y | +59.0% | +7.5% | +51.5% | +49.4% |
| All | -66.2% | +20.1% | -86.3% | -72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling