+423.1%
DXCM vs PTC
+326.2%
+96.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +1.9% |
| 7D | -4.4% | +0.8% | -5.2% | -4.7% |
| 30D | -3.6% | +0.7% | -4.3% | -3.9% |
| 3M | -4.3% | +32.6% | -36.9% | -17.8% |
| 6M | +33.8% | +33.6% | +0.2% | +13.6% |
| YTD | +22.1% | +12.4% | +9.7% | +11.7% |
| 1Y | +47.4% | +11.2% | +36.2% | +35.2% |
| 3Y | -12.3% | +31.7% | -43.9% | -28.8% |
| 5Y | -49.1% | +60.1% | -109.2% | -62.9% |
| 10Y | +423.1% | +317.2% | +105.9% | +157.6% |
| All | +423.1% | +326.2% | +96.9% | +157.6% |
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