+17.7%
DBX vs PHM
+375.6%
-357.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | -3.3% | -4.1% | +0.9% | -2.3% |
| 30D | -5.9% | +16.1% | -22.0% | -9.8% |
| 3M | -6.7% | -2.5% | -4.2% | -6.5% |
| 6M | +28.0% | +12.9% | +15.1% | +22.6% |
| YTD | +20.6% | +9.0% | +11.6% | +15.6% |
| 1Y | +10.3% | +8.2% | +2.1% | +5.6% |
| 3Y | +24.0% | +58.4% | -34.4% | +2.9% |
| 5Y | +24.2% | +159.2% | -134.9% | -13.7% |
| All | +17.7% | +375.6% | -357.9% | -33.2% |
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 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