-15.3%
DXCM vs PBF
+80.0%
-95.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.4% |
| 7D | +4.9% | +6.5% | -1.5% | +4.6% |
| 30D | -0.2% | -20.0% | +19.8% | +0.9% |
| 3M | -8.9% | -3.3% | -5.6% | -9.0% |
| 6M | +42.3% | +76.8% | -34.5% | +37.4% |
| YTD | +25.6% | +168.9% | -143.4% | +15.6% |
| 1Y | +39.5% | +96.4% | -56.8% | +32.5% |
| 3Y | -15.3% | +77.2% | -92.5% | -26.3% |
| All | -15.3% | +80.0% | -95.3% | -26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling