-17.2%
DXCM vs PBR
+66.9%
-84.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.3% |
| 7D | -3.6% | -3.7% | +0.1% | -3.6% |
| 30D | -4.3% | -29.0% | +24.7% | -4.2% |
| 3M | -10.4% | +4.9% | -15.3% | -10.9% |
| 6M | +33.1% | -8.4% | +41.5% | +32.6% |
| YTD | +22.6% | +59.4% | -36.7% | +18.3% |
| 1Y | +36.5% | +45.5% | -9.0% | +32.4% |
| All | -17.2% | +66.9% | -84.2% | -19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling