+411.2%
DXCM vs PTC
+315.4%
+95.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.8% | -1.6% |
| 7D | -3.7% | +1.3% | -5.0% | -4.2% |
| 30D | -5.0% | +1.1% | -6.1% | -5.4% |
| 3M | -8.8% | +30.1% | -39.0% | -21.0% |
| 6M | +31.9% | +34.0% | -2.2% | +11.8% |
| YTD | +20.4% | +12.8% | +7.6% | +9.9% |
| 1Y | +45.7% | +10.7% | +35.0% | +34.0% |
| 3Y | -15.0% | +29.6% | -44.7% | -30.5% |
| 5Y | -48.5% | +63.5% | -112.0% | -62.9% |
| 10Y | +411.2% | +316.7% | +94.6% | +152.4% |
| All | +411.2% | +315.4% | +95.9% | +152.4% |
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