+22.3%
DBX vs PHM
+365.0%
-342.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.5% |
| 7D | -2.4% | -3.2% | +0.8% | -1.6% |
| 30D | -0.5% | -6.4% | +5.9% | +1.3% |
| 3M | +28.1% | +5.5% | +22.6% | +25.6% |
| 6M | +33.1% | -5.4% | +38.5% | +33.9% |
| YTD | +25.3% | +6.6% | +18.7% | +21.3% |
| 1Y | +18.3% | -8.8% | +27.2% | +19.3% |
| 3Y | +25.0% | +54.1% | -29.1% | +4.6% |
| 5Y | +7.5% | +144.5% | -136.9% | -24.1% |
| All | +22.3% | +365.0% | -342.7% | -30.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling