+373.3%
DXCM vs PPL
+65.0%
+308.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | -3.6% | -2.2% | -1.4% | -3.1% |
| 30D | -4.3% | +1.7% | -6.0% | -4.8% |
| 3M | -10.4% | +0.1% | -10.5% | -10.5% |
| 6M | +33.1% | -1.5% | +34.7% | +33.3% |
| YTD | +22.6% | +3.0% | +19.7% | +21.0% |
| 1Y | +36.5% | -1.4% | +38.0% | +36.3% |
| 3Y | -13.5% | +53.5% | -66.9% | -24.2% |
| 5Y | -49.6% | +46.4% | -96.1% | -55.4% |
| All | +373.3% | +65.0% | +308.3% | +288.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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