+37.3%
PCAR vs DXCM
-13.1%
+50.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.1% | +1.6% | +3.5% |
| 7D | +2.9% | -4.4% | +7.3% | +3.3% |
| 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% | -9.7% |
| YTD | -2.6% | +22.1% | -24.8% | -4.8% |
| 1Y | +9.8% | +47.4% | -37.6% | +5.8% |
| 3Y | +37.3% | -12.3% | +49.5% | +28.0% |
| All | +37.3% | -13.1% | +50.3% | +28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling