-22.2%
PFE vs DBX
+7.2%
-29.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -2.2% |
| 7D | -2.7% | -1.3% | -1.3% | -2.6% |
| 30D | +3.8% | -2.9% | +6.7% | +4.0% |
| 3M | +10.4% | +23.8% | -13.5% | +9.2% |
| 6M | +6.3% | +26.2% | -19.9% | +4.9% |
| YTD | +17.4% | +21.6% | -4.3% | +16.1% |
| 1Y | +21.1% | +11.4% | +9.7% | +20.3% |
| 3Y | -1.6% | +21.3% | -22.9% | -3.8% |
| 5Y | -22.2% | +6.7% | -28.8% | -34.5% |
| All | -22.2% | +7.2% | -29.3% | -34.5% |
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