-16.3%
DXCM vs PFG
+72.1%
-88.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.7% | -4.3% | -5.0% |
| 7D | -3.5% | -0.6% | -2.9% | -2.9% |
| 30D | -5.8% | +2.0% | -7.8% | -6.7% |
| 3M | -4.3% | -3.2% | -1.2% | -2.8% |
| 6M | +31.6% | +10.9% | +20.6% | +23.3% |
| YTD | +19.6% | +28.8% | -9.2% | +2.5% |
| 1Y | +36.9% | +39.2% | -2.3% | +12.1% |
| 3Y | -16.3% | +75.0% | -91.3% | -38.5% |
| All | -16.3% | +72.1% | -88.4% | -38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling