+270.1%
DXCM vs PTC
+223.7%
+46.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.0% | +4.0% | +0.8% |
| 7D | -3.2% | -10.3% | +7.0% | +1.7% |
| 30D | +6.3% | +1.1% | +5.2% | +5.4% |
| 3M | +21.1% | +1.6% | +19.5% | +18.8% |
| 6M | +20.6% | -13.5% | +34.0% | +27.2% |
| YTD | +32.4% | -19.1% | +51.5% | +43.7% |
| 1Y | +8.8% | -33.9% | +42.7% | +29.6% |
| 3Y | -13.7% | -3.9% | -9.8% | -18.0% |
| 5Y | -35.2% | +6.0% | -41.2% | -42.3% |
| All | +270.1% | +223.7% | +46.4% | +83.8% |
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