+24.9%
DBX vs PHM
+341.9%
-317.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.0% |
| 7D | +2.1% | -5.0% | +7.1% | +3.5% |
| 30D | +5.7% | -8.4% | +14.2% | +8.2% |
| 3M | +31.8% | -4.4% | +36.2% | +33.0% |
| 6M | +37.5% | -3.7% | +41.2% | +37.6% |
| YTD | +27.9% | +1.3% | +26.6% | +25.6% |
| 1Y | +15.0% | -14.0% | +29.1% | +17.9% |
| 3Y | +27.2% | +48.1% | -20.9% | +7.6% |
| 5Y | +12.8% | +158.8% | -146.0% | -21.2% |
| All | +24.9% | +341.9% | -317.0% | -27.5% |
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