+7.8%
DBX vs PHM
+152.6%
-144.8%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.3% | +2.6% |
| 7D | +0.3% | -3.9% | +4.1% | +1.5% |
| 30D | 0.0% | -8.6% | +8.6% | +2.7% |
| 3M | +26.1% | -2.9% | +29.0% | +26.6% |
| 6M | +29.4% | -5.7% | +35.1% | +30.4% |
| YTD | +24.4% | +1.9% | +22.6% | +21.3% |
| 1Y | +10.9% | -12.3% | +23.2% | +13.5% |
| 3Y | +24.1% | +50.8% | -26.7% | -4.0% |
| 5Y | +7.8% | +157.3% | -149.5% | -40.2% |
| All | +7.8% | +152.6% | -144.8% | -40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling