+252.9%
DXCM vs PFG
+239.4%
+13.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.4% | -3.3% |
| 7D | -6.2% | +6.0% | -12.2% | -8.2% |
| 30D | -0.3% | +2.2% | -2.5% | -1.1% |
| 3M | +10.3% | +10.4% | 0.0% | +6.4% |
| 6M | +24.1% | +27.8% | -3.7% | +13.8% |
| YTD | +27.4% | +33.6% | -6.3% | +14.8% |
| 1Y | +8.4% | +49.3% | -40.9% | -6.2% |
| 3Y | -19.0% | +69.7% | -88.7% | -32.7% |
| 5Y | -38.6% | +111.3% | -149.9% | -52.3% |
| 10Y | +252.9% | +240.3% | +12.7% | +89.0% |
| All | +252.9% | +239.4% | +13.5% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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