+257.0%
DXCM vs PGR
+825.1%
-568.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.4% | -2.0% |
| 7D | -5.5% | -0.6% | -4.9% | -5.3% |
| 30D | -8.6% | +4.9% | -13.5% | -10.1% |
| 3M | +10.3% | +7.6% | +2.7% | +7.2% |
| 6M | +25.2% | +8.3% | +17.0% | +21.1% |
| YTD | +25.1% | +1.7% | +23.4% | +23.3% |
| 1Y | +9.2% | -6.8% | +16.1% | +10.8% |
| 3Y | -22.6% | +73.4% | -96.1% | -40.4% |
| 5Y | -39.5% | +161.2% | -200.8% | -62.5% |
| All | +257.0% | +825.1% | -568.1% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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