+221.7%
PR vs DBX
+23.7%
+198.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.1% | +5.0% | +2.8% |
| 7D | -16.4% | -4.4% | -12.0% | -15.4% |
| 30D | -1.9% | +4.8% | -6.7% | -3.4% |
| 3M | +8.0% | +0.3% | +7.6% | +7.1% |
| 6M | +4.1% | +40.4% | -36.3% | -9.1% |
| YTD | +58.7% | +24.7% | +34.0% | +44.2% |
| 1Y | +75.8% | +20.9% | +54.9% | +61.0% |
| 3Y | +73.2% | +34.5% | +38.7% | +42.8% |
| All | +221.7% | +23.7% | +198.0% | +211.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling