+384.5%
DXCM vs PTC
+312.5%
+72.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | +4.9% | +0.5% | +4.5% | +4.7% |
| 30D | -0.2% | +1.2% | -1.4% | -0.7% |
| 3M | -8.9% | +27.4% | -36.3% | -20.2% |
| 6M | +42.3% | +39.2% | +3.1% | +18.5% |
| YTD | +25.6% | +12.5% | +13.0% | +14.8% |
| 1Y | +39.5% | +12.3% | +27.3% | +27.5% |
| 3Y | -15.3% | +28.8% | -44.1% | -30.5% |
| 5Y | -48.4% | +60.9% | -109.3% | -62.6% |
| All | +384.5% | +312.5% | +72.1% | +142.5% |
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