-12.4%
DXCM vs PCOR
-14.4%
+2.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.3% | +2.2% | -1.0% |
| 7D | -3.2% | -9.0% | +5.7% | -1.1% |
| 30D | +6.3% | +4.2% | +2.2% | +5.2% |
| 3M | +21.1% | +14.4% | +6.7% | +16.6% |
| 6M | +20.6% | +0.2% | +20.4% | +18.5% |
| YTD | +32.4% | -20.3% | +52.7% | +36.6% |
| 1Y | +8.8% | -16.1% | +25.0% | +10.0% |
| All | -12.4% | -14.4% | +2.0% | -16.2% |
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