+56.6%
PPL vs DBX
+25.2%
+31.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.3% | -0.9% |
| 7D | -1.0% | -8.1% | +7.2% | -1.1% |
| 30D | +3.0% | -4.9% | +7.9% | +2.9% |
| 3M | +1.1% | -2.7% | +3.8% | +1.1% |
| 6M | -0.8% | +25.2% | -25.9% | -0.4% |
| YTD | +3.5% | +19.3% | -15.8% | +4.1% |
| 1Y | -0.9% | +6.6% | -7.5% | -0.2% |
| All | +56.6% | +25.2% | +31.4% | +55.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling