+42.5%
PR vs DBX
+14.3%
+28.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.3% | +0.4% | +1.9% |
| 7D | -0.5% | -8.1% | +7.7% | +2.5% |
| 30D | -4.6% | -4.9% | +0.3% | -3.2% |
| 3M | +4.7% | -2.7% | +7.4% | +4.8% |
| 6M | +12.4% | +25.2% | -12.7% | +1.3% |
| YTD | +62.9% | +19.3% | +43.6% | +47.2% |
| 1Y | +70.6% | +6.6% | +64.0% | +60.8% |
| 3Y | +90.0% | +24.6% | +65.4% | +61.0% |
| 5Y | +255.5% | +23.5% | +232.0% | +194.9% |
| All | +42.5% | +14.3% | +28.1% | +5.5% |
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