+204.5%
PH vs DBX
+24.0%
+180.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.8% |
| 7D | +7.4% | -6.3% | +13.7% | +8.8% |
| 30D | +0.5% | -5.9% | +6.3% | +1.5% |
| 3M | -10.2% | -0.4% | -9.9% | -11.0% |
| 6M | +8.9% | +29.8% | -20.9% | -0.5% |
| YTD | +9.7% | +20.5% | -10.9% | +1.6% |
| 1Y | +12.8% | +8.7% | +4.2% | +8.2% |
| 3Y | +134.6% | +25.9% | +108.7% | +103.1% |
| 5Y | +204.5% | +24.2% | +180.4% | +157.5% |
| All | +204.5% | +24.0% | +180.5% | +157.5% |
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