-50.1%
DXCM vs PFGC
+121.6%
-171.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.0% | -4.0% | -5.2% |
| 7D | -3.5% | +8.5% | -12.0% | -6.7% |
| 30D | -5.8% | +15.0% | -20.8% | -11.0% |
| 3M | -4.3% | -6.2% | +1.8% | -2.3% |
| 6M | +31.6% | +15.7% | +15.8% | +23.2% |
| YTD | +19.6% | +19.6% | +0.1% | +9.2% |
| 1Y | +36.9% | +13.2% | +23.7% | +27.5% |
| 3Y | -16.3% | +77.0% | -93.2% | -38.7% |
| All | -50.1% | +121.6% | -171.7% | -69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling