+276.9%
PCAR vs DXCM
+411.4%
-134.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.3% | 0.0% |
| 7D | +3.5% | -3.7% | +7.1% | +3.9% |
| 30D | -2.3% | -5.0% | +2.7% | -1.8% |
| 3M | -19.3% | -8.8% | -10.5% | -18.7% |
| 6M | -7.1% | +31.9% | -39.0% | -9.9% |
| YTD | -2.8% | +20.4% | -23.2% | -5.0% |
| 1Y | +9.3% | +45.7% | -36.4% | +4.9% |
| 3Y | +33.5% | -15.0% | +48.5% | +31.0% |
| 5Y | +112.6% | -48.5% | +161.1% | +113.4% |
| 10Y | +276.9% | +411.2% | -134.3% | +221.5% |
| All | +276.9% | +411.4% | -134.5% | +221.5% |
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