+39.5%
DXCM vs PNR
-35.8%
+75.3%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.1% | +2.3% |
| 7D | +4.9% | +0.3% | +4.7% | +4.9% |
| 30D | -0.2% | +31.7% | -31.9% | -6.4% |
| 3M | -8.9% | +2.6% | -11.5% | -8.6% |
| 6M | +42.3% | -6.4% | +48.7% | +45.1% |
| YTD | +25.6% | -33.4% | +59.0% | +41.1% |
| 1Y | +39.5% | -35.1% | +74.6% | +58.3% |
| All | +39.5% | -35.8% | +75.3% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling