+384.5%
DXCM vs PTEN
-38.4%
+423.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.8% | -0.4% | +2.2% |
| 7D | +4.9% | +10.6% | -5.6% | +4.2% |
| 30D | -0.2% | -4.9% | +4.8% | 0.0% |
| 3M | -8.9% | +1.4% | -10.4% | -9.3% |
| 6M | +42.3% | -7.0% | +49.3% | +42.1% |
| YTD | +25.6% | +84.8% | -59.2% | +18.5% |
| 1Y | +39.5% | +95.7% | -56.1% | +31.0% |
| 3Y | -15.3% | +2.0% | -17.2% | -18.1% |
| 5Y | -48.4% | +48.0% | -96.4% | -51.7% |
| All | +384.5% | -38.4% | +423.0% | +312.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 PTEN 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