+24.9%
DBX vs PSLV
+244.0%
-219.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +2.1% | -3.5% | +5.6% | +2.4% |
| 30D | +5.7% | -2.1% | +7.9% | +5.9% |
| 3M | +31.8% | -1.6% | +33.4% | +31.8% |
| 6M | +37.5% | -25.5% | +63.0% | +40.7% |
| YTD | +27.9% | -11.4% | +39.3% | +25.4% |
| 1Y | +15.0% | +48.6% | -33.5% | +3.0% |
| 3Y | +27.2% | +166.9% | -139.7% | +1.3% |
| 5Y | +12.8% | +152.4% | -139.6% | -10.9% |
| All | +24.9% | +244.0% | -219.1% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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