+8.4%
DXCM vs PH
+26.9%
-18.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.1% | -3.7% |
| 7D | -6.2% | +0.4% | -6.6% | -6.3% |
| 30D | -0.3% | -10.8% | +10.5% | +2.1% |
| 3M | +10.3% | +8.5% | +1.9% | +7.2% |
| 6M | +24.1% | +3.9% | +20.2% | +22.2% |
| YTD | +27.4% | +9.4% | +17.9% | +24.7% |
| 1Y | +8.4% | +26.8% | -18.4% | +3.1% |
| All | +8.4% | +26.9% | -18.5% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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