+17.7%
DBX vs PHM
+375.2%
-357.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.6% |
| 7D | -6.3% | -6.1% | -0.2% | -4.8% |
| 30D | -5.9% | +13.7% | -19.6% | -9.3% |
| 3M | -0.4% | -1.5% | +1.2% | -0.4% |
| 6M | +29.8% | +11.3% | +18.6% | +24.9% |
| YTD | +20.5% | +8.9% | +11.6% | +15.6% |
| 1Y | +8.7% | +6.1% | +2.6% | +4.7% |
| 3Y | +25.9% | +57.7% | -31.7% | +4.6% |
| 5Y | +24.2% | +159.0% | -134.8% | -13.8% |
| All | +17.7% | +375.2% | -357.5% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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