+9.2%
DXCM vs PNR
-47.6%
+56.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -5.5% | -6.0% | +0.5% | -3.8% |
| 30D | -8.6% | -14.0% | +5.4% | -4.5% |
| 3M | +10.3% | -21.7% | +32.0% | +17.5% |
| 6M | +25.2% | -37.3% | +62.5% | +43.8% |
| YTD | +25.1% | -45.1% | +70.2% | +48.9% |
| 1Y | +9.2% | -49.1% | +58.4% | +36.1% |
| All | +9.2% | -47.6% | +56.8% | +36.1% |
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