+21.7%
DBX vs PTC
+147.4%
-125.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.2% |
| 7D | -4.4% | -0.2% | -4.1% | -4.3% |
| 30D | +4.8% | +0.8% | +4.0% | +4.4% |
| 3M | +0.3% | +32.1% | -31.8% | -13.6% |
| 6M | +40.4% | +42.6% | -2.2% | +15.4% |
| YTD | +24.7% | +12.0% | +12.7% | +14.6% |
| 1Y | +20.9% | +12.2% | +8.7% | +10.9% |
| 3Y | +34.5% | +31.2% | +3.3% | +11.7% |
| 5Y | +24.6% | +54.9% | -30.3% | -5.7% |
| All | +21.7% | +147.4% | -125.7% | -42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling