+38.7%
PR vs DBX
+11.7%
+26.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | -9.5% | -7.3% | -2.2% | -7.2% |
| 30D | -5.7% | -5.7% | 0.0% | -4.0% |
| 3M | +3.0% | -6.3% | +9.3% | +4.5% |
| 6M | +11.8% | +12.1% | -0.3% | +4.7% |
| YTD | +58.5% | +16.5% | +41.9% | +44.4% |
| 1Y | +69.9% | +6.1% | +63.8% | +60.2% |
| 3Y | +84.9% | +21.8% | +63.1% | +57.9% |
| 5Y | +246.4% | +19.1% | +227.3% | +191.3% |
| All | +38.7% | +11.7% | +26.9% | +3.5% |
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