+13.8%
DBX vs PSLV
+154.2%
-140.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +2.1% | -3.5% | +5.6% | +2.2% |
| 30D | +5.7% | -2.1% | +7.9% | +5.8% |
| 3M | +31.8% | -1.6% | +33.4% | +31.9% |
| 6M | +37.5% | -25.5% | +63.0% | +39.5% |
| YTD | +27.9% | -11.4% | +39.3% | +25.9% |
| 1Y | +15.0% | +48.6% | -33.5% | +5.1% |
| 3Y | +27.2% | +166.9% | -139.7% | +5.3% |
| All | +13.8% | +154.2% | -140.4% | -12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling