-49.6%
DXCM vs PNC
+36.0%
-85.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.6% |
| 6M | +35.4% | +10.0% | +25.5% | +30.1% |
| YTD | +21.1% | +14.8% | +6.3% | +14.1% |
| 1Y | +38.2% | +29.7% | +8.6% | +24.4% |
| 3Y | -14.6% | +114.4% | -129.0% | -37.2% |
| 5Y | -49.6% | +36.0% | -85.5% | -55.1% |
| All | -49.6% | +36.0% | -85.6% | -55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling