+257.0%
DXCM vs PTEN
-15.6%
+272.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -5.5% | +3.5% | -9.0% | -5.8% |
| 30D | -8.6% | +17.5% | -26.1% | -9.7% |
| 3M | +10.3% | +12.7% | -2.4% | +9.1% |
| 6M | +25.2% | +33.1% | -7.9% | +21.7% |
| YTD | +25.1% | +116.4% | -91.3% | +17.0% |
| 1Y | +9.2% | +141.2% | -131.9% | +1.1% |
| 3Y | -22.6% | -3.8% | -18.8% | -24.9% |
| 5Y | -39.5% | +92.7% | -132.3% | -44.3% |
| All | +257.0% | -15.6% | +272.6% | +198.7% |
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