+12.2%
PCAR vs DXCM
+44.8%
-32.6%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.6% | -2.6% | +3.0% |
| 7D | +3.7% | +12.5% | -8.9% | +1.8% |
| 30D | -2.9% | +1.8% | -4.7% | -3.3% |
| 3M | -21.7% | +1.8% | -23.5% | -22.1% |
| 6M | -6.6% | +47.4% | -54.0% | -13.7% |
| YTD | -2.2% | +33.3% | -35.6% | -7.5% |
| 1Y | +12.2% | +44.6% | -32.4% | +5.7% |
| All | +12.2% | +44.8% | -32.6% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 1y: compounded portfolio wealth divided by compounded DXCM 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…
1y analysis · Full analysis span regression · 6 months rolling