-18.3%
DXCM vs PNC
+115.4%
-133.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -9.2% | -0.6% | -8.6% | -8.9% |
| 30D | -6.5% | +5.8% | -12.3% | -8.4% |
| 3M | -10.3% | -7.9% | -2.3% | -7.5% |
| 6M | +35.4% | +10.0% | +25.5% | +29.9% |
| YTD | +21.1% | +14.8% | +6.3% | +13.8% |
| 1Y | +38.2% | +29.7% | +8.6% | +23.9% |
| All | -18.3% | +115.4% | -133.7% | -37.3% |
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