+195.8%
DXCM vs PINS
-15.2%
+211.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.3% | -2.6% | -3.5% |
| 7D | -6.2% | -5.2% | -1.0% | -5.0% |
| 30D | -0.3% | -14.9% | +14.7% | +3.5% |
| 3M | +10.3% | -8.4% | +18.7% | +12.1% |
| 6M | +24.1% | +0.6% | +23.5% | +22.5% |
| YTD | +27.4% | -22.2% | +49.6% | +32.3% |
| 1Y | +8.4% | -46.9% | +55.3% | +22.8% |
| 3Y | -19.0% | -26.9% | +7.9% | -19.3% |
| 5Y | -38.6% | -63.0% | +24.4% | -34.1% |
| All | +195.8% | -15.2% | +211.0% | +120.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 PINS 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