-10.9%
DXCM vs PCOR
+44.3%
-55.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | +5.7% | +23.7% | -18.0% | -0.1% |
| 30D | +1.3% | +39.0% | -37.7% | -7.0% |
| 3M | +2.2% | +35.8% | -33.6% | -6.0% |
| 6M | +42.0% | +38.2% | +3.8% | +28.8% |
| YTD | +27.3% | +3.9% | +23.3% | +22.6% |
| 1Y | +42.5% | +5.7% | +36.8% | +36.1% |
| All | -10.9% | +44.3% | -55.2% | -24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling