+38.2%
DXCM vs PBF
+78.3%
-40.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.8% | -5.3% | +0.7% |
| 7D | -9.2% | -4.0% | -5.2% | -9.3% |
| 30D | -6.5% | -18.0% | +11.5% | -7.0% |
| 3M | -10.3% | +0.9% | -11.2% | -10.0% |
| 6M | +35.4% | +65.7% | -30.3% | +40.8% |
| YTD | +21.1% | +161.9% | -140.8% | +28.5% |
| 1Y | +38.2% | +77.8% | -39.6% | +52.4% |
| All | +38.2% | +78.3% | -40.1% | +52.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling