+404.2%
DXCM vs PTC
+334.9%
+69.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.2% | -6.2% | -6.1% |
| 7D | -3.5% | -0.2% | -3.3% | -3.4% |
| 30D | -5.8% | +0.8% | -6.6% | -6.1% |
| 3M | -4.3% | +32.1% | -36.5% | -17.6% |
| 6M | +31.6% | +42.6% | -11.1% | +8.2% |
| YTD | +19.6% | +12.0% | +7.7% | +9.6% |
| 1Y | +36.9% | +12.2% | +24.7% | +25.0% |
| 3Y | -16.3% | +31.2% | -47.5% | -31.9% |
| 5Y | -50.0% | +54.9% | -104.9% | -63.1% |
| All | +404.2% | +334.9% | +69.3% | +145.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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