+252.9%
DXCM vs PSA
+100.1%
+152.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.7% | -3.8% |
| 7D | -6.2% | -0.4% | -5.8% | -6.1% |
| 30D | -0.3% | -8.2% | +7.9% | +2.8% |
| 3M | +10.3% | -2.1% | +12.5% | +11.3% |
| 6M | +24.1% | -0.2% | +24.3% | +24.1% |
| YTD | +27.4% | +18.5% | +8.9% | +19.6% |
| 1Y | +8.4% | +6.6% | +1.8% | +5.6% |
| 3Y | -19.0% | +24.5% | -43.4% | -26.6% |
| 5Y | -38.6% | +13.6% | -52.2% | -42.4% |
| 10Y | +252.9% | +102.0% | +151.0% | +190.4% |
| All | +252.9% | +100.1% | +152.9% | +190.4% |
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