-49.6%
DXCM vs PBR
+462.9%
-512.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.0% |
| 3M | -10.4% | +4.9% | -15.3% | -10.7% |
| 6M | +33.1% | -8.4% | +41.5% | +32.9% |
| YTD | +22.6% | +59.4% | -36.7% | +20.3% |
| 1Y | +36.5% | +45.5% | -9.0% | +34.3% |
| 3Y | -13.5% | +67.4% | -80.8% | -15.5% |
| 5Y | -49.6% | +453.0% | -502.6% | -55.2% |
| All | -49.6% | +462.9% | -512.5% | -55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling