-16.3%
DXCM vs PTC
+32.2%
-48.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.2% | -6.2% | -6.0% |
| 7D | -3.5% | -0.2% | -3.3% | -3.4% |
| 30D | -5.8% | +0.8% | -6.6% | -6.0% |
| 3M | -4.3% | +32.1% | -36.5% | -12.0% |
| 6M | +31.6% | +42.6% | -11.1% | +17.1% |
| YTD | +19.6% | +12.0% | +7.7% | +15.1% |
| 1Y | +36.9% | +12.2% | +24.7% | +31.4% |
| 3Y | -16.3% | +31.2% | -47.5% | -30.2% |
| All | -16.3% | +32.2% | -48.4% | -30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling