-36.3%
DXCM vs PFGC
+111.4%
-147.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.8% |
| 7D | -3.2% | -2.2% | -1.0% | -2.4% |
| 30D | +6.3% | -11.9% | +18.3% | +11.3% |
| 3M | +21.1% | +5.0% | +16.1% | +18.5% |
| 6M | +20.6% | +8.6% | +12.0% | +16.1% |
| YTD | +32.4% | +9.7% | +22.8% | +25.8% |
| 1Y | +8.8% | -6.3% | +15.1% | +10.1% |
| 3Y | -13.7% | +58.2% | -72.0% | -32.5% |
| All | -36.3% | +111.4% | -147.6% | -58.7% |
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 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