-38.5%
DXCM vs PSLV
+154.2%
-192.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.0% | -1.8% |
| 7D | -5.5% | -3.5% | -2.1% | -5.2% |
| 30D | -8.6% | -2.1% | -6.4% | -8.4% |
| 3M | +10.3% | -1.6% | +12.0% | +10.3% |
| 6M | +25.2% | -25.5% | +50.7% | +29.7% |
| YTD | +25.1% | -11.4% | +36.5% | +22.4% |
| 1Y | +9.2% | +48.6% | -39.3% | -4.4% |
| 3Y | -22.6% | +166.9% | -189.5% | -42.2% |
| All | -38.5% | +154.2% | -192.8% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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