+2,605.6%
DXCM vs PTC
+1,383.4%
+1,222.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.2% | -6.2% | -6.1% |
| 7D | -3.5% | -0.2% | -3.3% | -3.4% |
| 30D | -5.8% | +0.8% | -6.6% | -6.2% |
| 3M | -4.3% | +32.1% | -36.5% | -19.5% |
| 6M | +31.6% | +42.6% | -11.1% | +5.2% |
| YTD | +19.6% | +12.0% | +7.7% | +7.4% |
| 1Y | +36.9% | +12.2% | +24.7% | +22.4% |
| 3Y | -16.3% | +31.2% | -47.5% | -33.4% |
| 5Y | -50.0% | +54.9% | -104.9% | -63.9% |
| 10Y | +413.2% | +343.1% | +70.0% | +94.5% |
| All | +2,605.6% | +1,383.4% | +1,222.2% | +398.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling