+373.3%
DXCM vs PFG
+182.5%
+190.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.8% |
| 7D | -3.6% | +0.1% | -3.8% | -3.7% |
| 30D | -4.3% | +5.0% | -9.3% | -5.8% |
| 3M | -10.4% | +0.1% | -10.4% | -10.5% |
| 6M | +33.1% | +13.8% | +19.3% | +27.0% |
| YTD | +22.6% | +31.2% | -8.6% | +11.3% |
| 1Y | +36.5% | +37.1% | -0.5% | +22.1% |
| 3Y | -13.5% | +80.6% | -94.1% | -29.2% |
| 5Y | -49.6% | +93.7% | -143.4% | -59.9% |
| All | +373.3% | +182.5% | +190.8% | +193.0% |
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