+263.3%
DXCM vs PBR
+703.7%
-440.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.6% |
| 7D | -5.8% | +4.2% | -10.0% | -6.2% |
| 30D | -5.6% | +22.7% | -28.3% | -7.4% |
| 3M | +13.0% | +21.5% | -8.5% | +10.8% |
| 6M | +24.7% | +24.0% | +0.7% | +21.6% |
| YTD | +27.3% | +88.2% | -60.9% | +19.0% |
| 1Y | +11.2% | +74.8% | -63.6% | +4.6% |
| 3Y | -19.0% | +105.1% | -124.1% | -25.8% |
| 5Y | -38.5% | +572.2% | -610.7% | -52.2% |
| All | +263.3% | +703.7% | -440.4% | +160.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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