+8.4%
DXCM vs PFGC
-8.4%
+16.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.9% | -2.0% | -3.6% |
| 7D | -6.2% | -2.4% | -3.8% | -5.9% |
| 30D | -0.3% | -15.8% | +15.5% | +2.2% |
| 3M | +10.3% | -0.6% | +10.9% | +10.8% |
| 6M | +24.1% | +10.7% | +13.5% | +22.9% |
| YTD | +27.4% | +7.6% | +19.7% | +26.7% |
| 1Y | +8.4% | -7.8% | +16.2% | +11.7% |
| All | +8.4% | -8.4% | +16.8% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling