-38.5%
DXCM vs PNR
-21.1%
-17.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.1% | +1.4% |
| 7D | -5.8% | -5.5% | -0.3% | -3.4% |
| 30D | -5.6% | -15.6% | +10.0% | +1.7% |
| 3M | +13.0% | -20.2% | +33.2% | +23.5% |
| 6M | +24.7% | -36.6% | +61.3% | +51.4% |
| YTD | +27.3% | -45.0% | +72.3% | +64.4% |
| 1Y | +11.2% | -47.4% | +58.6% | +46.8% |
| 3Y | -19.0% | -13.7% | -5.3% | -20.8% |
| 5Y | -38.5% | -20.8% | -17.7% | -38.5% |
| All | -38.5% | -21.1% | -17.4% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling