+393.1%
DXCM vs PTC
+317.3%
+75.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -9.2% | +0.5% | -9.7% | -9.4% |
| 30D | -6.5% | +0.9% | -7.4% | -6.8% |
| 3M | -10.3% | +30.4% | -40.6% | -22.3% |
| 6M | +35.4% | +34.4% | +1.0% | +14.7% |
| YTD | +21.1% | +12.6% | +8.5% | +10.6% |
| 1Y | +38.2% | +10.2% | +28.0% | +27.4% |
| 3Y | -14.6% | +29.4% | -43.9% | -30.1% |
| 5Y | -49.6% | +63.7% | -113.3% | -63.7% |
| 10Y | +393.1% | +316.9% | +76.2% | +142.2% |
| All | +393.1% | +317.3% | +75.8% | +142.2% |
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