-50.1%
DXCM vs PAAS
+71.7%
-121.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.5% | -7.4% | -6.2% |
| 7D | -3.5% | +8.4% | -11.9% | -4.6% |
| 30D | -5.8% | -7.2% | +1.4% | -4.9% |
| 3M | -4.3% | -14.0% | +9.7% | -2.8% |
| 6M | +31.6% | -26.8% | +58.3% | +36.1% |
| YTD | +19.6% | -19.8% | +39.4% | +20.8% |
| 1Y | +36.9% | +22.8% | +14.0% | +28.6% |
| 3Y | -16.3% | +183.6% | -199.9% | -36.3% |
| All | -50.1% | +71.7% | -121.9% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 5y: compounded portfolio wealth divided by compounded PAAS 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…
5y analysis · Full analysis span regression · 6 months rolling