+38.8%
PR vs DBX
+19.5%
+19.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.1% | +5.0% | +3.0% |
| 7D | -16.4% | -4.4% | -12.0% | -15.1% |
| 30D | -1.9% | +4.8% | -6.7% | -3.7% |
| 3M | +8.0% | +0.3% | +7.6% | +6.9% |
| 6M | +4.1% | +40.4% | -36.3% | -11.0% |
| YTD | +58.7% | +24.7% | +34.0% | +41.3% |
| 1Y | +75.8% | +20.9% | +54.9% | +57.8% |
| 3Y | +73.2% | +34.5% | +38.7% | +42.5% |
| 5Y | +230.1% | +24.6% | +205.5% | +173.9% |
| All | +38.8% | +19.5% | +19.3% | +1.2% |
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