+2,894.9%
DXCM vs PEG
+484.0%
+2,410.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -3.2% | +0.7% | -3.9% | -3.5% |
| 30D | +6.3% | -2.4% | +8.8% | +7.4% |
| 3M | +21.1% | -4.8% | +25.9% | +23.4% |
| 6M | +20.6% | -10.7% | +31.3% | +26.1% |
| YTD | +32.4% | -6.7% | +39.1% | +35.5% |
| 1Y | +8.8% | -6.8% | +15.7% | +11.1% |
| 3Y | -13.7% | +34.5% | -48.2% | -27.7% |
| 5Y | -35.2% | +35.8% | -70.9% | -46.2% |
| 10Y | +281.8% | +141.7% | +140.1% | +129.2% |
| All | +2,894.9% | +484.0% | +2,410.9% | +1,048.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling