-50.1%
DXCM vs PBF
+407.6%
-457.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.6% | -4.4% | -5.9% |
| 7D | -3.5% | -13.8% | +10.3% | -2.8% |
| 30D | -5.8% | -19.6% | +13.8% | -4.8% |
| 3M | -4.3% | +10.3% | -14.6% | -5.2% |
| 6M | +31.6% | +63.4% | -31.9% | +27.3% |
| YTD | +19.6% | +152.6% | -133.0% | +11.2% |
| 1Y | +36.9% | +87.4% | -50.5% | +29.9% |
| 3Y | -16.3% | +63.3% | -79.5% | -23.0% |
| All | -50.1% | +407.6% | -457.8% | -58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling