+22.3%
DBX vs PTC
+78.8%
-56.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.0% | +3.6% | +0.4% |
| 7D | -2.4% | -10.3% | +7.8% | +2.6% |
| 30D | -0.5% | +1.1% | -1.6% | -1.2% |
| 3M | +28.1% | +1.6% | +26.4% | +25.9% |
| 6M | +33.1% | -13.5% | +46.6% | +41.0% |
| YTD | +25.3% | -19.1% | +44.3% | +36.6% |
| 1Y | +18.3% | -33.9% | +52.2% | +41.4% |
| 3Y | +25.0% | -3.9% | +28.9% | +22.2% |
| 5Y | +7.5% | +6.0% | +1.5% | -1.5% |
| All | +22.3% | +78.8% | -56.5% | -31.0% |
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