-19.0%
DXCM vs PNC
+133.3%
-152.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.1% | -2.7% | -3.5% |
| 7D | -6.2% | +2.3% | -8.5% | -6.9% |
| 30D | -0.3% | -3.8% | +3.6% | +0.9% |
| 3M | +10.3% | +7.8% | +2.5% | +7.5% |
| 6M | +24.1% | +19.7% | +4.4% | +16.8% |
| YTD | +27.4% | +19.1% | +8.3% | +19.8% |
| 1Y | +8.4% | +23.1% | -14.8% | +0.7% |
| 3Y | -19.0% | +132.1% | -151.1% | -25.9% |
| All | -19.0% | +133.3% | -152.3% | -25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling