-19.0%
DXCM vs PNR
-11.7%
-7.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.6% | -1.2% | -3.0% |
| 7D | -6.2% | -3.0% | -3.2% | -5.3% |
| 30D | -0.3% | -14.9% | +14.6% | +4.8% |
| 3M | +10.3% | -19.0% | +29.4% | +17.0% |
| 6M | +24.1% | -35.9% | +60.1% | +42.1% |
| YTD | +27.4% | -43.1% | +70.5% | +51.0% |
| 1Y | +8.4% | -46.4% | +54.8% | +31.1% |
| 3Y | -19.0% | -10.8% | -8.2% | -15.2% |
| All | -19.0% | -11.7% | -7.3% | -15.2% |
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