+2,894.9%
DXCM vs PNC
+785.7%
+2,109.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -3.2% | +1.4% | -4.6% | -3.8% |
| 30D | +6.3% | -3.8% | +10.2% | +7.9% |
| 3M | +21.1% | +9.0% | +12.1% | +16.7% |
| 6M | +20.6% | +16.6% | +3.9% | +13.0% |
| YTD | +32.4% | +20.4% | +12.0% | +22.2% |
| 1Y | +8.8% | +22.3% | -13.5% | -0.4% |
| 3Y | -13.7% | +124.5% | -138.3% | -39.7% |
| 5Y | -35.2% | +54.1% | -89.3% | -48.1% |
| 10Y | +281.8% | +276.3% | +5.5% | +89.8% |
| All | +2,894.9% | +785.7% | +2,109.2% | +696.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling