+26.2%
PFE vs DBX
+19.3%
+6.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.2% |
| 7D | -4.3% | +0.3% | -4.5% | -4.3% |
| 30D | +2.7% | 0.0% | +2.7% | +2.7% |
| 3M | +10.0% | +26.1% | -16.1% | +7.8% |
| 6M | +7.2% | +29.4% | -22.2% | +4.5% |
| YTD | +17.3% | +24.4% | -7.1% | +14.7% |
| 1Y | +20.3% | +10.9% | +9.4% | +18.7% |
| 3Y | -1.6% | +24.1% | -25.7% | -5.1% |
| 5Y | -21.4% | +7.8% | -29.1% | -24.1% |
| All | +26.2% | +19.3% | +6.9% | +10.3% |
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