+525.0%
PH vs DBX
+20.9%
+504.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.9% |
| 7D | -3.1% | -1.8% | -1.3% | -2.7% |
| 30D | -11.8% | +2.8% | -14.6% | -12.6% |
| 3M | +6.9% | +26.8% | -19.8% | -0.4% |
| 6M | -1.3% | +32.8% | -34.0% | -10.3% |
| YTD | +7.0% | +26.1% | -19.1% | -1.6% |
| 1Y | +23.1% | +14.1% | +9.0% | +16.1% |
| 3Y | +135.4% | +25.7% | +109.7% | +110.6% |
| 5Y | +250.3% | +11.2% | +239.2% | +215.7% |
| All | +525.0% | +20.9% | +504.2% | +378.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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