+75.8%
PR vs DBX
+19.2%
+56.6%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.1% | +5.0% | +1.8% |
| 7D | -16.4% | -4.4% | -12.0% | -16.6% |
| 30D | -1.9% | +4.8% | -6.7% | -1.6% |
| 3M | +8.0% | +0.3% | +7.6% | +8.3% |
| 6M | +4.1% | +40.4% | -36.3% | +5.8% |
| YTD | +58.7% | +24.7% | +34.0% | +62.1% |
| 1Y | +75.8% | +20.9% | +54.9% | +79.8% |
| All | +75.8% | +19.2% | +56.6% | +79.8% |
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