+38.4%
PL vs DBX
+20.7%
+17.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.9% | -0.9% |
| 7D | +13.4% | -8.1% | +21.5% | +18.3% |
| 30D | -10.2% | -4.9% | -5.2% | -8.6% |
| 3M | -39.5% | -2.7% | -36.8% | -40.5% |
| 6M | -65.7% | +25.2% | -90.9% | -72.7% |
| YTD | -27.3% | +19.3% | -46.6% | -41.3% |
| 1Y | +15.0% | +6.6% | +8.4% | +1.3% |
| 3Y | +560.8% | +24.6% | +536.2% | +380.2% |
| 5Y | +38.4% | +23.5% | +14.9% | -2.9% |
| All | +38.4% | +20.7% | +17.7% | -2.9% |
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