-15.3%
DXCM vs PPG
+2.6%
-17.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | +4.9% | +0.7% | +4.2% | +4.7% |
| 30D | -0.2% | +17.6% | -17.7% | -4.8% |
| 3M | -8.9% | +7.5% | -16.4% | -10.8% |
| 6M | +42.3% | +17.6% | +24.6% | +34.4% |
| YTD | +25.6% | +22.6% | +3.0% | +16.2% |
| 1Y | +39.5% | +28.0% | +11.5% | +27.1% |
| 3Y | -15.3% | +1.8% | -17.1% | -17.8% |
| All | -15.3% | +2.6% | -17.9% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling