-10.9%
DXCM vs PRU
+50.4%
-61.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.3% | -1.3% | -3.2% |
| 7D | +5.7% | +4.8% | +0.9% | +3.8% |
| 30D | +1.3% | +7.9% | -6.6% | -1.7% |
| 3M | +2.2% | +3.1% | -0.9% | +0.9% |
| 6M | +42.0% | +25.2% | +16.8% | +30.0% |
| YTD | +27.3% | +12.7% | +14.5% | +20.8% |
| 1Y | +42.5% | +23.5% | +19.0% | +30.3% |
| All | -10.9% | +50.4% | -61.3% | -27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling