+114.9%
PSA vs DBX
+22.6%
+92.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.8% | +0.5% |
| 7D | -1.8% | +2.1% | -3.9% | -2.0% |
| 30D | -8.4% | +5.7% | -14.1% | -8.9% |
| 3M | -7.8% | +31.8% | -39.6% | -10.5% |
| 6M | +0.8% | +37.5% | -36.7% | -2.9% |
| YTD | +16.5% | +27.9% | -11.4% | +13.0% |
| 1Y | +4.7% | +15.0% | -10.3% | +2.6% |
| 3Y | +21.1% | +27.2% | -6.1% | +16.0% |
| 5Y | +14.2% | +12.8% | +1.4% | +8.7% |
| All | +114.9% | +22.6% | +92.2% | +89.6% |
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