-46.8%
DXCM vs PPL
+47.7%
-94.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.8% | -5.3% | -4.8% |
| 7D | +5.7% | +1.0% | +4.6% | +5.4% |
| 30D | +1.3% | +6.8% | -5.5% | -0.7% |
| 3M | +2.2% | +3.9% | -1.7% | +0.9% |
| 6M | +42.0% | -2.0% | +44.0% | +42.6% |
| YTD | +27.3% | +5.3% | +22.0% | +24.2% |
| 1Y | +42.5% | +2.2% | +40.3% | +40.4% |
| 3Y | -13.3% | +56.7% | -70.1% | -30.4% |
| 5Y | -46.8% | +49.1% | -95.9% | -56.8% |
| All | -46.8% | +47.7% | -94.5% | -56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling