+423.1%
DXCM vs PFG
+203.0%
+220.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.0% | -1.9% | +0.7% |
| 7D | -4.4% | +2.3% | -6.6% | -5.0% |
| 30D | -3.6% | +7.6% | -11.2% | -5.9% |
| 3M | -4.3% | +2.5% | -6.9% | -5.3% |
| 6M | +33.8% | +16.6% | +17.1% | +26.6% |
| YTD | +22.1% | +34.1% | -11.9% | +10.1% |
| 1Y | +47.4% | +44.1% | +3.3% | +29.6% |
| 3Y | -12.3% | +86.3% | -98.5% | -28.9% |
| 5Y | -49.1% | +101.6% | -150.7% | -59.9% |
| 10Y | +423.1% | +197.9% | +225.2% | +226.9% |
| All | +423.1% | +203.0% | +220.1% | +226.9% |
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