-48.1%
DXCM vs PH
+203.1%
-251.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.5% |
| 7D | +4.9% | +4.1% | +0.8% | +3.3% |
| 30D | -0.2% | -0.1% | -0.1% | -0.5% |
| 3M | -8.9% | -9.6% | +0.7% | -5.7% |
| 6M | +42.3% | +8.5% | +33.7% | +35.4% |
| YTD | +25.6% | +9.4% | +16.2% | +18.7% |
| 1Y | +39.5% | +14.2% | +25.3% | +29.4% |
| 3Y | -15.3% | +134.0% | -149.3% | -45.8% |
| All | -48.1% | +203.1% | -251.2% | -75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling