+2,894.9%
DXCM vs PTC
+972.4%
+1,922.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.0% | +4.0% | +1.0% |
| 7D | -3.2% | -10.3% | +7.0% | +2.1% |
| 30D | +6.3% | +1.1% | +5.2% | +5.3% |
| 3M | +21.1% | +1.6% | +19.5% | +18.5% |
| 6M | +20.6% | -13.5% | +34.0% | +27.5% |
| YTD | +32.4% | -19.1% | +51.5% | +44.1% |
| 1Y | +8.8% | -33.9% | +42.7% | +30.5% |
| 3Y | -13.7% | -3.9% | -9.8% | -17.7% |
| 5Y | -35.2% | +6.0% | -41.2% | -41.9% |
| 10Y | +281.8% | +223.7% | +58.1% | +75.0% |
| All | +2,894.9% | +972.4% | +1,922.5% | +568.7% |
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