-18.3%
DXCM vs PNR
+17.6%
-35.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.7% |
| 7D | -9.2% | -3.7% | -5.4% | -8.0% |
| 30D | -6.5% | +33.1% | -39.6% | -14.6% |
| 3M | -10.3% | +3.7% | -13.9% | -11.1% |
| 6M | +35.4% | -7.7% | +43.2% | +38.4% |
| YTD | +21.1% | -32.4% | +53.5% | +37.6% |
| 1Y | +38.2% | -35.0% | +73.2% | +59.3% |
| All | -18.3% | +17.6% | -35.9% | -23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling