+260.9%
DXCM vs PEG
+139.0%
+121.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.3% |
| 7D | -6.5% | -0.1% | -6.4% | -6.5% |
| 30D | -4.3% | -1.7% | -2.6% | -3.7% |
| 3M | +7.3% | -6.8% | +14.1% | +9.9% |
| 6M | +22.0% | -11.4% | +33.4% | +27.1% |
| YTD | +26.4% | -7.2% | +33.6% | +29.1% |
| 1Y | +7.0% | -6.1% | +13.1% | +8.5% |
| 3Y | -19.6% | +31.8% | -51.4% | -30.6% |
| 5Y | -39.3% | +35.6% | -74.9% | -48.5% |
| 10Y | +260.9% | +148.7% | +112.2% | +121.6% |
| All | +260.9% | +139.0% | +121.9% | +121.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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