+263.3%
DXCM vs PNC
+277.5%
-14.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.4% |
| 7D | -5.8% | -0.9% | -4.9% | -5.5% |
| 30D | -5.6% | -4.4% | -1.2% | -4.3% |
| 3M | +13.0% | +5.3% | +7.7% | +11.0% |
| 6M | +24.7% | +19.6% | +5.1% | +17.4% |
| YTD | +27.3% | +19.1% | +8.2% | +19.8% |
| 1Y | +11.2% | +24.3% | -13.1% | +3.1% |
| 3Y | -19.0% | +132.2% | -151.2% | -39.3% |
| 5Y | -38.5% | +52.3% | -90.8% | -47.9% |
| All | +263.3% | +277.5% | -14.2% | +106.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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