+16.8%
PM vs DBX
+12.9%
+4.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | +0.6% |
| 7D | -1.2% | +0.3% | -1.4% | -1.2% |
| 30D | -0.2% | 0.0% | -0.2% | -0.2% |
| 3M | +4.9% | +26.1% | -21.2% | +6.2% |
| 6M | +9.0% | +29.4% | -20.3% | +10.9% |
| YTD | +17.8% | +24.4% | -6.6% | +20.5% |
| 1Y | +16.8% | +10.9% | +5.9% | +18.7% |
| All | +16.8% | +12.9% | +4.0% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling