+411.2%
DXCM vs PFGC
+366.4%
+44.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | -3.7% | +15.0% | -18.7% | -6.7% |
| 30D | -5.0% | +17.0% | -22.0% | -8.3% |
| 3M | -8.8% | -2.5% | -6.4% | -8.5% |
| 6M | +31.9% | +19.2% | +12.7% | +26.4% |
| YTD | +20.4% | +23.4% | -3.0% | +13.9% |
| 1Y | +45.7% | +13.9% | +31.9% | +40.2% |
| 3Y | -15.0% | +82.0% | -97.0% | -27.1% |
| 5Y | -48.5% | +128.7% | -177.2% | -58.2% |
| 10Y | +411.2% | +361.5% | +49.7% | +242.1% |
| All | +411.2% | +366.4% | +44.9% | +242.1% |
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