+263.3%
DXCM vs PPG
+26.3%
+237.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.7% | +1.5% |
| 7D | -5.8% | -5.1% | -0.6% | -3.9% |
| 30D | -5.6% | -9.6% | +4.0% | -2.0% |
| 3M | +13.0% | -6.4% | +19.5% | +15.2% |
| 6M | +24.7% | +0.5% | +24.2% | +23.1% |
| YTD | +27.3% | +4.4% | +22.9% | +23.3% |
| 1Y | +11.2% | -0.9% | +12.1% | +9.6% |
| 3Y | -19.0% | -17.0% | -2.1% | -16.1% |
| 5Y | -38.5% | -23.7% | -14.8% | -35.7% |
| All | +263.3% | +26.3% | +237.0% | +191.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 10y: compounded portfolio wealth divided by compounded PPG 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…
10y analysis · Full analysis span regression · 6 months rolling