-36.3%
DXCM vs PCOR
-43.0%
+6.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.3% | +2.2% | -0.7% |
| 7D | -3.2% | -9.0% | +5.7% | -0.3% |
| 30D | +6.3% | +4.2% | +2.2% | +4.7% |
| 3M | +21.1% | +14.4% | +6.7% | +15.1% |
| 6M | +20.6% | +0.2% | +20.4% | +17.9% |
| YTD | +32.4% | -20.3% | +52.7% | +38.5% |
| 1Y | +8.8% | -16.1% | +25.0% | +10.7% |
| 3Y | -13.7% | -14.7% | +1.0% | -17.8% |
| All | -36.3% | -43.0% | +6.8% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling