+404.2%
DXCM vs PRU
+115.4%
+288.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.6% | -3.3% | -5.1% |
| 7D | -3.5% | +2.4% | -5.9% | -4.1% |
| 30D | -5.8% | +6.1% | -11.9% | -7.4% |
| 3M | -4.3% | -0.7% | -3.6% | -4.1% |
| 6M | +31.6% | +22.1% | +9.5% | +23.7% |
| YTD | +19.6% | +9.8% | +9.9% | +15.9% |
| 1Y | +36.9% | +19.4% | +17.5% | +29.2% |
| 3Y | -16.3% | +50.4% | -66.6% | -27.0% |
| 5Y | -50.0% | +37.2% | -87.2% | -55.6% |
| All | +404.2% | +115.4% | +288.8% | +280.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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