+101.3%
PEG vs DBX
+22.6%
+78.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.2% |
| 7D | -0.9% | +2.1% | -3.0% | -1.0% |
| 30D | -3.7% | +5.7% | -9.5% | -4.2% |
| 3M | -7.3% | +31.8% | -39.1% | -9.3% |
| 6M | -10.5% | +37.5% | -47.9% | -13.0% |
| YTD | -7.5% | +27.9% | -35.4% | -9.6% |
| 1Y | -8.7% | +15.0% | -23.8% | -10.0% |
| 3Y | +31.4% | +27.2% | +4.2% | +27.0% |
| 5Y | +37.8% | +12.8% | +25.0% | +32.8% |
| All | +101.3% | +22.6% | +78.7% | +82.8% |
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