+2,894.9%
DXCM vs PRU
+336.2%
+2,558.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.1% | -1.6% |
| 7D | -3.2% | +1.9% | -5.1% | -3.9% |
| 30D | +6.3% | +2.7% | +3.6% | +5.2% |
| 3M | +21.1% | +19.5% | +1.6% | +12.9% |
| 6M | +20.6% | +26.6% | -6.1% | +9.8% |
| YTD | +32.4% | +12.3% | +20.1% | +26.0% |
| 1Y | +8.8% | +18.0% | -9.2% | +1.3% |
| 3Y | -13.7% | +47.0% | -60.8% | -27.4% |
| 5Y | -35.2% | +48.4% | -83.6% | -46.3% |
| 10Y | +281.8% | +142.4% | +139.4% | +131.7% |
| All | +2,894.9% | +336.2% | +2,558.7% | +911.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling