+2,894.9%
DXCM vs PPL
+251.2%
+2,643.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -3.2% | +2.7% | -5.9% | -4.2% |
| 30D | +6.3% | +0.5% | +5.9% | +6.0% |
| 3M | +21.1% | +0.7% | +20.4% | +20.5% |
| 6M | +20.6% | -7.6% | +28.2% | +23.7% |
| YTD | +32.4% | +1.8% | +30.6% | +30.6% |
| 1Y | +8.8% | -0.8% | +9.6% | +8.1% |
| 3Y | -13.7% | +56.9% | -70.6% | -29.9% |
| 5Y | -35.2% | +39.5% | -74.7% | -45.0% |
| 10Y | +281.8% | +55.4% | +226.4% | +189.3% |
| All | +2,894.9% | +251.2% | +2,643.7% | +1,113.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling