+252.9%
DXCM vs PBF
+354.3%
-101.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.3% | -7.1% | -4.0% |
| 7D | -6.2% | +2.4% | -8.6% | -6.4% |
| 30D | -0.3% | +24.9% | -25.1% | -1.8% |
| 3M | +10.3% | +81.9% | -71.5% | +5.7% |
| 6M | +24.1% | +79.4% | -55.2% | +18.4% |
| YTD | +27.4% | +188.3% | -160.9% | +17.1% |
| 1Y | +8.4% | +177.3% | -168.9% | -0.4% |
| 3Y | -19.0% | +56.0% | -75.0% | -24.1% |
| 5Y | -38.6% | +804.0% | -842.6% | -50.4% |
| 10Y | +252.9% | +334.1% | -81.2% | +199.9% |
| All | +252.9% | +354.3% | -101.3% | +199.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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