+251.1%
PH vs DBX
+8.9%
+242.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.0% | -1.2% |
| 7D | 0.0% | +0.3% | -0.3% | -0.1% |
| 30D | -10.3% | 0.0% | -10.3% | -10.5% |
| 3M | +5.1% | +26.1% | -21.0% | -1.9% |
| 6M | +2.3% | +29.4% | -27.1% | -6.2% |
| YTD | +8.7% | +24.4% | -15.7% | +0.7% |
| 1Y | +26.8% | +10.9% | +15.9% | +21.6% |
| 3Y | +139.2% | +24.1% | +115.1% | +112.1% |
| 5Y | +251.1% | +7.8% | +243.3% | +202.8% |
| All | +251.1% | +8.9% | +242.2% | +202.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling