+2,477.7%
DXCM vs PBF
+303.9%
+2,173.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.9% |
| 7D | -3.2% | +4.3% | -7.5% | -3.6% |
| 30D | +6.3% | +22.0% | -15.6% | +4.5% |
| 3M | +21.1% | +74.5% | -53.4% | +14.9% |
| 6M | +20.6% | +67.7% | -47.1% | +14.1% |
| YTD | +32.4% | +179.2% | -146.7% | +19.1% |
| 1Y | +8.8% | +170.0% | -161.2% | -2.3% |
| 3Y | -13.7% | +66.4% | -80.1% | -21.0% |
| 5Y | -35.2% | +764.5% | -799.7% | -51.3% |
| 10Y | +281.8% | +358.5% | -76.7% | +165.5% |
| All | +2,477.7% | +303.9% | +2,173.9% | +1,925.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling