+133.3%
PSX vs DBX
+25.2%
+108.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.1% |
| 7D | +1.5% | -1.8% | +3.3% | +1.8% |
| 30D | +15.8% | +2.8% | +13.0% | +15.1% |
| 3M | +43.0% | +26.8% | +16.2% | +36.8% |
| 6M | +61.1% | +32.8% | +28.3% | +52.0% |
| YTD | +104.5% | +26.1% | +78.4% | +94.8% |
| 1Y | +102.5% | +14.1% | +88.4% | +96.5% |
| All | +133.3% | +25.2% | +108.1% | +111.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling