+134.6%
PH vs DBX
+26.5%
+108.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.6% |
| 7D | +7.4% | -6.3% | +13.7% | +8.0% |
| 30D | +0.5% | -5.9% | +6.3% | +0.9% |
| 3M | -10.2% | -0.4% | -9.9% | -10.7% |
| 6M | +8.9% | +29.8% | -20.9% | +3.6% |
| YTD | +9.7% | +20.5% | -10.9% | +5.8% |
| 1Y | +12.8% | +8.7% | +4.2% | +12.0% |
| All | +134.6% | +26.5% | +108.1% | +114.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling