+12.8%
PH vs DBX
+7.4%
+5.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.3% |
| 7D | +7.4% | -6.3% | +13.7% | +5.9% |
| 30D | +0.5% | -5.9% | +6.3% | -0.7% |
| 3M | -10.2% | -0.4% | -9.9% | -10.0% |
| 6M | +8.9% | +29.8% | -20.9% | +16.5% |
| YTD | +9.7% | +20.5% | -10.9% | +16.8% |
| 1Y | +12.8% | +8.7% | +4.2% | +19.0% |
| All | +12.8% | +7.4% | +5.4% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling