+272.9%
DXCM vs PPL
+54.8%
+218.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -3.2% | +2.7% | -5.9% | -3.9% |
| 30D | +6.3% | +0.5% | +5.9% | +6.1% |
| 3M | +21.1% | +0.7% | +20.4% | +20.7% |
| 6M | +20.6% | -7.6% | +28.2% | +22.7% |
| YTD | +32.4% | +1.8% | +30.6% | +31.2% |
| 1Y | +8.8% | -0.8% | +9.6% | +8.4% |
| 3Y | -13.7% | +56.9% | -70.6% | -25.3% |
| 5Y | -35.2% | +39.5% | -74.7% | -42.0% |
| All | +272.9% | +54.8% | +218.1% | +206.8% |
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