+373.3%
DXCM vs PSA
+133.1%
+240.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.6% |
| 7D | -3.6% | -2.1% | -1.5% | -2.9% |
| 30D | -4.3% | +15.6% | -19.9% | -9.1% |
| 3M | -10.4% | +4.1% | -14.4% | -11.7% |
| 6M | +33.1% | +9.2% | +23.9% | +29.0% |
| YTD | +22.6% | +32.3% | -9.7% | +10.8% |
| 1Y | +36.5% | +26.2% | +10.4% | +25.4% |
| 3Y | -13.5% | +53.7% | -67.1% | -27.1% |
| 5Y | -49.6% | +26.6% | -76.2% | -54.5% |
| All | +373.3% | +133.1% | +240.2% | +291.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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