+2,777.7%
DXCM vs PPL
+263.1%
+2,514.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.8% | -5.3% | -4.8% |
| 7D | +5.7% | +1.0% | +4.6% | +5.3% |
| 30D | +1.3% | +6.8% | -5.5% | -1.3% |
| 3M | +2.2% | +3.9% | -1.7% | +0.4% |
| 6M | +42.0% | -2.0% | +44.0% | +42.4% |
| YTD | +27.3% | +5.3% | +22.0% | +23.7% |
| 1Y | +42.5% | +2.2% | +40.3% | +39.9% |
| 3Y | -13.3% | +56.7% | -70.1% | -29.4% |
| 5Y | -46.8% | +49.1% | -95.9% | -56.1% |
| 10Y | +445.8% | +63.6% | +382.1% | +303.8% |
| All | +2,777.7% | +263.1% | +2,514.6% | +1,049.5% |
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