+293.0%
PCAR vs DXCM
+421.6%
-128.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.1% | +1.6% | +3.5% |
| 7D | +2.9% | -4.4% | +7.3% | +3.4% |
| 30D | -2.1% | -3.6% | +1.5% | -1.8% |
| 3M | -20.4% | -4.3% | -16.0% | -20.1% |
| 6M | -7.0% | +33.8% | -40.7% | -9.9% |
| YTD | -2.6% | +22.1% | -24.8% | -5.0% |
| 1Y | +9.8% | +47.4% | -37.6% | +5.2% |
| 3Y | +37.3% | -12.3% | +49.5% | +34.3% |
| 5Y | +116.4% | -49.1% | +165.5% | +117.4% |
| 10Y | +293.0% | +423.1% | -130.2% | +234.6% |
| All | +293.0% | +421.6% | -128.6% | +234.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling