+543.9%
PH vs DBX
+20.1%
+523.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.4% |
| 7D | -3.1% | -2.4% | -0.6% | -2.5% |
| 30D | -3.2% | -0.5% | -2.8% | -3.3% |
| 3M | +10.6% | +28.1% | -17.5% | +2.8% |
| 6M | -2.1% | +33.1% | -35.2% | -11.2% |
| YTD | +10.2% | +25.3% | -15.1% | +1.6% |
| 1Y | +28.2% | +18.3% | +9.9% | +19.6% |
| 3Y | +134.9% | +25.0% | +109.9% | +110.5% |
| 5Y | +253.6% | +7.5% | +246.1% | +221.5% |
| All | +543.9% | +20.1% | +523.8% | +394.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling