+2,894.9%
DXCM vs PSA
+1,011.0%
+1,883.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.4% |
| 7D | -3.2% | -3.7% | +0.5% | -1.3% |
| 30D | +6.3% | -7.7% | +14.1% | +10.8% |
| 3M | +21.1% | -0.6% | +21.7% | +21.5% |
| 6M | +20.6% | -0.9% | +21.5% | +20.8% |
| YTD | +32.4% | +18.7% | +13.8% | +20.3% |
| 1Y | +8.8% | +7.6% | +1.2% | +3.9% |
| 3Y | -13.7% | +23.7% | -37.4% | -25.8% |
| 5Y | -35.2% | +13.7% | -48.8% | -42.4% |
| 10Y | +281.8% | +98.9% | +182.9% | +134.2% |
| All | +2,894.9% | +1,011.0% | +1,883.9% | +583.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling