+90.5%
PPL vs DBX
+19.5%
+71.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.3% |
| 7D | +0.4% | -4.4% | +4.8% | +0.7% |
| 30D | +5.4% | +4.8% | +0.7% | +5.1% |
| 3M | +4.3% | +0.3% | +3.9% | +4.1% |
| 6M | -1.3% | +40.4% | -41.7% | -4.2% |
| YTD | +4.7% | +24.7% | -20.0% | +2.5% |
| 1Y | +1.3% | +20.9% | -19.6% | -0.6% |
| 3Y | +57.2% | +34.5% | +22.7% | +50.8% |
| 5Y | +48.2% | +24.6% | +23.6% | +41.4% |
| All | +90.5% | +19.5% | +71.0% | +70.3% |
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