-36.3%
DXCM vs PFG
+110.8%
-147.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.2% |
| 7D | -3.2% | +5.5% | -8.7% | -6.0% |
| 30D | +6.3% | +2.4% | +4.0% | +4.8% |
| 3M | +21.1% | +13.6% | +7.5% | +12.9% |
| 6M | +20.6% | +27.9% | -7.3% | +5.6% |
| YTD | +32.4% | +35.6% | -3.1% | +12.3% |
| 1Y | +8.8% | +48.5% | -39.6% | -12.5% |
| 3Y | -13.7% | +66.9% | -80.6% | -34.7% |
| All | -36.3% | +110.8% | -147.1% | -57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling