+252.9%
DXCM vs PFGC
+273.4%
-20.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.9% | -2.0% | -3.4% |
| 7D | -6.2% | -2.4% | -3.8% | -5.7% |
| 30D | -0.3% | -15.8% | +15.5% | +3.6% |
| 3M | +10.3% | -0.6% | +10.9% | +10.4% |
| 6M | +24.1% | +10.7% | +13.5% | +21.0% |
| YTD | +27.4% | +7.6% | +19.7% | +24.3% |
| 1Y | +8.4% | -7.8% | +16.2% | +9.5% |
| 3Y | -19.0% | +63.7% | -82.7% | -28.9% |
| 5Y | -38.6% | +112.3% | -150.8% | -49.4% |
| 10Y | +252.9% | +286.7% | -33.8% | +135.0% |
| All | +252.9% | +273.4% | -20.5% | +135.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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