+39.5%
DXCM vs PFG
+37.6%
+1.9%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.1% |
| 7D | +4.9% | +2.4% | +2.6% | +3.7% |
| 30D | -0.2% | +5.9% | -6.0% | -2.5% |
| 3M | -8.9% | -0.4% | -8.5% | -8.7% |
| 6M | +42.3% | +14.8% | +27.4% | +31.9% |
| YTD | +25.6% | +31.9% | -6.4% | +8.7% |
| 1Y | +39.5% | +38.8% | +0.7% | +17.8% |
| All | +39.5% | +37.6% | +1.9% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling