+113.3%
PCAR vs DXCM
-49.4%
+162.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.3% |
| 7D | +3.8% | -3.7% | +7.5% | +4.2% |
| 30D | -2.0% | -5.0% | +3.0% | -1.5% |
| 3M | -19.1% | -8.8% | -10.3% | -18.3% |
| 6M | -6.8% | +31.9% | -38.7% | -10.0% |
| YTD | -2.5% | +20.4% | -22.9% | -4.9% |
| 1Y | +9.7% | +45.7% | -36.1% | +4.8% |
| 3Y | +34.0% | -15.0% | +49.0% | +30.3% |
| 5Y | +113.3% | -48.5% | +161.8% | +96.3% |
| All | +113.3% | -49.4% | +162.8% | +96.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling