-16.2%
DXCM vs PEG
+36.1%
-52.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -3.2% | +0.7% | -3.9% | -3.3% |
| 30D | +6.3% | -2.4% | +8.8% | +6.6% |
| 3M | +21.1% | -4.8% | +25.9% | +21.7% |
| 6M | +20.6% | -10.7% | +31.3% | +22.2% |
| YTD | +32.4% | -6.7% | +39.1% | +33.4% |
| 1Y | +8.8% | -6.8% | +15.7% | +9.6% |
| All | -16.2% | +36.1% | -52.3% | -5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling