+2,623.0%
DXCM vs PSA
+1,148.5%
+1,474.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -1.1% |
| 7D | -3.7% | +0.8% | -4.4% | -4.0% |
| 30D | -5.0% | +15.9% | -20.9% | -12.0% |
| 3M | -8.8% | +4.2% | -13.0% | -10.9% |
| 6M | +31.9% | +10.1% | +21.7% | +25.1% |
| YTD | +20.4% | +33.3% | -12.9% | +2.8% |
| 1Y | +45.7% | +28.2% | +17.5% | +26.9% |
| 3Y | -15.0% | +54.9% | -69.9% | -34.9% |
| 5Y | -48.5% | +28.3% | -76.8% | -57.0% |
| 10Y | +411.2% | +134.1% | +277.2% | +187.5% |
| All | +2,623.0% | +1,148.5% | +1,474.5% | +484.3% |
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 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