-3.2%
DXCM vs PCOR
-7.6%
+4.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.2% |
| 7D | +4.9% | +3.0% | +1.9% | +4.0% |
| 30D | -0.2% | +38.7% | -38.8% | -10.0% |
| 3M | -8.9% | +24.9% | -33.8% | -15.6% |
| 6M | +42.3% | +68.8% | -26.5% | +19.1% |
| YTD | +25.6% | +6.7% | +18.8% | +19.0% |
| 1Y | +39.5% | +3.0% | +36.5% | +33.7% |
| 3Y | -15.3% | +48.6% | -63.9% | -32.2% |
| 5Y | -48.4% | -12.7% | -35.8% | -55.5% |
| All | -3.2% | -7.6% | +4.4% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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