+23.1%
DBX vs PSLV
+243.0%
-220.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.3% | +6.6% | +1.8% |
| 7D | -1.8% | -4.9% | +3.1% | -1.4% |
| 30D | +2.8% | -1.9% | +4.7% | +3.0% |
| 3M | +26.8% | +4.2% | +22.6% | +26.0% |
| 6M | +32.8% | -27.6% | +60.4% | +36.3% |
| YTD | +26.1% | -11.7% | +37.7% | +23.7% |
| 1Y | +14.1% | +49.3% | -35.2% | +2.0% |
| 3Y | +25.7% | +167.1% | -141.4% | +0.1% |
| 5Y | +11.2% | +151.7% | -140.5% | -12.2% |
| All | +23.1% | +243.0% | -220.0% | -19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling