+140.8%
PH vs DBX
+21.2%
+119.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.3% |
| 7D | +0.4% | -1.3% | +1.7% | +0.6% |
| 30D | -10.8% | -2.9% | -7.9% | -10.5% |
| 3M | +8.5% | +23.8% | -15.4% | +4.5% |
| 6M | +3.9% | +26.2% | -22.3% | -0.6% |
| YTD | +9.4% | +21.6% | -12.2% | +5.5% |
| 1Y | +26.8% | +11.4% | +15.4% | +24.9% |
| 3Y | +140.8% | +21.3% | +119.5% | +114.4% |
| All | +140.8% | +21.2% | +119.6% | +114.4% |
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