+384.5%
DXCM vs PR
+86.0%
+298.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +2.3% |
| 7D | +4.9% | +6.0% | -1.0% | +4.5% |
| 30D | -0.2% | -4.2% | +4.0% | 0.0% |
| 3M | -8.9% | +10.0% | -18.9% | -9.6% |
| 6M | +42.3% | +15.6% | +26.7% | +40.5% |
| YTD | +25.6% | +68.2% | -42.6% | +20.6% |
| 1Y | +39.5% | +79.2% | -39.7% | +33.4% |
| 3Y | -15.3% | +94.9% | -110.2% | -19.9% |
| 5Y | -48.4% | +272.8% | -321.2% | -53.7% |
| All | +384.5% | +86.0% | +298.5% | +350.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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