+17.7%
DBX vs PTC
+148.6%
-130.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -3.3% | +0.5% | -3.7% | -3.5% |
| 30D | -5.9% | +1.2% | -7.1% | -6.4% |
| 3M | -6.7% | +27.4% | -34.0% | -18.3% |
| 6M | +28.0% | +39.2% | -11.2% | +6.7% |
| YTD | +20.6% | +12.5% | +8.1% | +10.6% |
| 1Y | +10.3% | +12.3% | -2.0% | +1.1% |
| 3Y | +24.0% | +28.8% | -4.8% | +3.9% |
| 5Y | +24.2% | +60.9% | -36.6% | -7.5% |
| All | +17.7% | +148.6% | -130.8% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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