+25.4%
DBX vs PSLV
+165.1%
-139.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.3% | +6.6% | +1.3% |
| 7D | -1.8% | -4.9% | +3.1% | -1.8% |
| 30D | +2.8% | -1.9% | +4.7% | +2.9% |
| 3M | +26.8% | +4.2% | +22.6% | +26.9% |
| 6M | +32.8% | -27.6% | +60.4% | +33.5% |
| YTD | +26.1% | -11.7% | +37.7% | +25.5% |
| 1Y | +14.1% | +49.3% | -35.2% | +9.2% |
| All | +25.4% | +165.1% | -139.7% | +21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling