+373.3%
DXCM vs PBF
+257.4%
+115.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +1.2% |
| 7D | -3.6% | +3.8% | -7.4% | -3.9% |
| 30D | -4.3% | -22.2% | +17.9% | -2.9% |
| 3M | -10.4% | +1.3% | -11.6% | -10.7% |
| 6M | +33.1% | +69.0% | -35.9% | +27.9% |
| YTD | +22.6% | +166.5% | -143.9% | +13.2% |
| 1Y | +36.5% | +88.1% | -51.5% | +29.1% |
| 3Y | -13.5% | +77.9% | -91.4% | -19.8% |
| 5Y | -49.6% | +413.0% | -462.7% | -57.5% |
| All | +373.3% | +257.4% | +115.8% | +330.4% |
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