+216.4%
PM vs DBX
+14.3%
+202.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.3% | +0.9% |
| 7D | -7.1% | -8.1% | +1.1% | -6.3% |
| 30D | -2.8% | -4.9% | +2.1% | -2.4% |
| 3M | +6.3% | -2.7% | +9.0% | +6.4% |
| 6M | +9.6% | +25.2% | -15.5% | +6.9% |
| YTD | +25.6% | +19.3% | +6.3% | +22.7% |
| 1Y | +29.7% | +6.6% | +23.0% | +28.1% |
| 3Y | +147.6% | +24.6% | +122.9% | +135.8% |
| 5Y | +160.1% | +23.5% | +136.6% | +144.8% |
| All | +216.4% | +14.3% | +202.0% | +166.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling