+384.5%
DXCM vs PPL
+67.2%
+317.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +2.1% |
| 7D | +4.9% | -0.4% | +5.3% | +5.0% |
| 30D | -0.2% | +2.6% | -2.8% | -0.8% |
| 3M | -8.9% | +0.8% | -9.7% | -9.2% |
| 6M | +42.3% | +1.4% | +40.9% | +41.4% |
| YTD | +25.6% | +4.3% | +21.2% | +23.5% |
| 1Y | +39.5% | +0.8% | +38.8% | +38.5% |
| 3Y | -15.3% | +57.9% | -73.2% | -26.3% |
| 5Y | -48.4% | +48.3% | -96.8% | -54.4% |
| All | +384.5% | +67.2% | +317.4% | +296.2% |
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