+278.3%
PSX vs DBX
+20.1%
+258.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.7% |
| 7D | +4.5% | -2.4% | +7.0% | +5.1% |
| 30D | +26.6% | -0.5% | +27.1% | +26.5% |
| 3M | +39.3% | +28.1% | +11.2% | +30.9% |
| 6M | +56.8% | +33.1% | +23.7% | +45.1% |
| YTD | +101.8% | +25.3% | +76.5% | +89.2% |
| 1Y | +99.6% | +18.3% | +81.3% | +88.8% |
| 3Y | +140.3% | +25.0% | +115.3% | +119.3% |
| 5Y | +339.3% | +7.5% | +331.8% | +306.6% |
| All | +278.3% | +20.1% | +258.2% | +196.1% |
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