+287.1%
PCAR vs DXCM
+402.7%
-115.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | +0.1% |
| 7D | +4.9% | +4.9% | 0.0% | +4.4% |
| 30D | -1.4% | -0.2% | -1.3% | -1.5% |
| 3M | -18.1% | -8.9% | -9.2% | -17.5% |
| 6M | -4.0% | +42.3% | -46.3% | -7.6% |
| YTD | -1.5% | +25.6% | -27.0% | -4.1% |
| 1Y | +13.2% | +39.5% | -26.3% | +9.1% |
| 3Y | +35.8% | -15.3% | +51.1% | +33.3% |
| 5Y | +114.6% | -48.4% | +163.1% | +115.3% |
| All | +287.1% | +402.7% | -115.6% | +224.0% |
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