-48.5%
DXCM vs PTEN
+25.5%
-74.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.6% |
| 7D | -3.7% | -14.5% | +10.8% | -2.2% |
| 30D | -5.0% | -11.1% | +6.2% | -4.2% |
| 3M | -8.8% | -7.8% | -1.0% | -8.6% |
| 6M | +31.9% | -10.5% | +42.4% | +32.0% |
| YTD | +20.4% | +69.3% | -48.9% | +9.8% |
| 1Y | +45.7% | +70.5% | -24.8% | +32.5% |
| 3Y | -15.0% | -7.1% | -7.9% | -19.5% |
| 5Y | -48.5% | +29.1% | -77.6% | -54.5% |
| All | -48.5% | +25.5% | -74.0% | -54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling