+423.1%
DXCM vs PBF
+299.9%
+123.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.4% | -1.3% | +1.9% |
| 7D | -4.4% | -7.4% | +3.0% | -3.9% |
| 30D | -3.6% | -17.5% | +13.9% | -2.5% |
| 3M | -4.3% | +13.1% | -17.5% | -5.4% |
| 6M | +33.8% | +72.6% | -38.9% | +28.3% |
| YTD | +22.1% | +161.2% | -139.0% | +12.8% |
| 1Y | +47.4% | +93.3% | -45.9% | +38.9% |
| 3Y | -12.3% | +80.7% | -92.9% | -18.8% |
| 5Y | -49.1% | +396.1% | -445.2% | -57.0% |
| 10Y | +423.1% | +252.3% | +170.8% | +369.2% |
| All | +423.1% | +299.9% | +123.2% | +369.2% |
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