+16.4%
DBX vs PHM
+384.9%
-368.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.2% | +2.6% |
| 7D | -8.1% | -4.8% | -3.4% | -7.0% |
| 30D | -4.9% | +16.5% | -21.4% | -9.0% |
| 3M | -2.7% | -2.0% | -0.7% | -2.6% |
| 6M | +25.2% | +12.7% | +12.5% | +20.0% |
| YTD | +19.3% | +11.2% | +8.1% | +13.7% |
| 1Y | +6.6% | +7.7% | -1.1% | +2.3% |
| 3Y | +24.6% | +60.9% | -36.3% | +3.0% |
| 5Y | +23.5% | +167.7% | -144.2% | -14.9% |
| All | +16.4% | +384.9% | -368.5% | -34.3% |
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 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