-50.1%
DXCM vs PSA
+30.3%
-80.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.9% | -5.1% | -5.6% |
| 7D | -3.5% | +3.9% | -7.4% | -5.1% |
| 30D | -5.8% | +19.7% | -25.5% | -13.1% |
| 3M | -4.3% | +4.3% | -8.6% | -6.2% |
| 6M | +31.6% | +11.4% | +20.2% | +25.2% |
| YTD | +19.6% | +33.9% | -14.3% | +4.3% |
| 1Y | +36.9% | +28.3% | +8.6% | +21.6% |
| 3Y | -16.3% | +53.5% | -69.7% | -34.8% |
| All | -50.1% | +30.3% | -80.5% | -57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling