-7.7%
DXCM vs PCOR
-10.3%
+2.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.6% | -5.9% |
| 7D | -3.5% | +22.7% | -26.2% | -9.7% |
| 30D | -5.8% | +37.5% | -43.3% | -14.9% |
| 3M | -4.3% | +35.2% | -39.5% | -13.6% |
| 6M | +31.6% | +42.2% | -10.7% | +16.0% |
| YTD | +19.6% | +3.6% | +16.1% | +14.5% |
| 1Y | +36.9% | -4.8% | +41.6% | +34.4% |
| 3Y | -16.3% | +48.3% | -64.6% | -33.1% |
| 5Y | -50.0% | -20.1% | -29.9% | -56.1% |
| All | -7.7% | -10.3% | +2.6% | -19.6% |
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