-21.2%
DXCM vs PGR
+73.8%
-95.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.7% |
| 7D | -5.8% | -3.4% | -2.4% | -5.5% |
| 30D | -5.6% | +1.8% | -7.4% | -5.8% |
| 3M | +13.0% | +5.9% | +7.1% | +12.8% |
| 6M | +24.7% | +4.6% | +20.1% | +24.4% |
| YTD | +27.3% | +1.1% | +26.3% | +27.4% |
| 1Y | +11.2% | -6.6% | +17.8% | +11.9% |
| All | -21.2% | +73.8% | -95.0% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling