+3.9%
PEP vs DBX
+7.2%
-3.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +0.7% |
| 7D | +0.1% | -1.3% | +1.4% | +0.2% |
| 30D | +0.7% | -2.9% | +3.5% | +0.8% |
| 3M | -0.5% | +23.8% | -24.4% | -1.5% |
| 6M | -11.3% | +26.2% | -37.5% | -12.2% |
| YTD | -0.6% | +21.6% | -22.2% | -1.5% |
| 1Y | +1.7% | +11.4% | -9.8% | +1.1% |
| 3Y | -12.5% | +21.3% | -33.7% | -14.6% |
| 5Y | +3.9% | +6.7% | -2.8% | -1.6% |
| All | +3.9% | +7.2% | -3.3% | -1.6% |
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 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