-39.3%
DXCM vs PBR
+566.8%
-606.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.2% | -0.8% |
| 7D | -6.5% | +0.3% | -6.8% | -6.5% |
| 30D | -4.3% | +17.5% | -21.8% | -4.4% |
| 3M | +7.3% | +20.9% | -13.6% | +7.1% |
| 6M | +22.0% | +20.2% | +1.8% | +21.6% |
| YTD | +26.4% | +84.3% | -57.9% | +24.9% |
| 1Y | +7.0% | +77.1% | -70.1% | +5.8% |
| 3Y | -19.6% | +100.8% | -120.4% | -20.7% |
| 5Y | -39.3% | +556.1% | -595.4% | -38.0% |
| All | -39.3% | +566.8% | -606.1% | -38.0% |
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