+48.1%
PR vs DBX
+20.1%
+28.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -0.7% |
| 7D | +2.9% | -2.4% | +5.3% | +3.7% |
| 30D | +18.0% | -0.5% | +18.5% | +17.8% |
| 3M | +16.9% | +28.1% | -11.2% | +5.2% |
| 6M | +28.2% | +33.1% | -4.9% | +12.1% |
| YTD | +69.3% | +25.3% | +44.0% | +51.2% |
| 1Y | +69.5% | +18.3% | +51.2% | +53.6% |
| 3Y | +81.7% | +25.0% | +56.7% | +54.8% |
| 5Y | +422.2% | +7.5% | +414.7% | +359.1% |
| All | +48.1% | +20.1% | +28.0% | +8.3% |
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