+17.8%
PFE vs DBX
+24.2%
-6.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.0% | +5.5% | -0.3% |
| 7D | -4.7% | -8.6% | +3.9% | -4.4% |
| 30D | +3.4% | -5.2% | +8.5% | +3.6% |
| 3M | +9.2% | -6.4% | +15.6% | +9.4% |
| 6M | +15.8% | +12.7% | +3.1% | +15.4% |
| YTD | +23.4% | +17.2% | +6.3% | +22.8% |
| 1Y | +25.8% | +5.5% | +20.3% | +25.7% |
| 3Y | +17.8% | +24.1% | -6.3% | +15.2% |
| All | +17.8% | +24.2% | -6.4% | +15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling