+367.2%
PCAR vs DXCM
+272.3%
+95.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.3% |
| 7D | -0.5% | -3.2% | +2.7% | -0.2% |
| 30D | -6.2% | +6.3% | -12.6% | -6.8% |
| 3M | +5.9% | +21.1% | -15.2% | +3.8% |
| 6M | +0.4% | +20.6% | -20.2% | -1.7% |
| YTD | +14.8% | +32.4% | -17.6% | +11.3% |
| 1Y | +30.1% | +8.8% | +21.3% | +28.1% |
| 3Y | +66.7% | -13.7% | +80.4% | +63.1% |
| 5Y | +166.1% | -35.2% | +201.3% | +161.6% |
| All | +367.2% | +272.3% | +95.0% | +305.9% |
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