+968.9%
PCAR vs DXCM
+2,696.7%
-1,727.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +3.0% | -0.8% |
| 7D | +2.2% | +5.7% | -3.5% | +1.2% |
| 30D | -4.4% | +1.3% | -5.7% | -4.7% |
| 3M | -21.4% | +2.2% | -23.6% | -21.8% |
| 6M | -7.3% | +42.0% | -49.3% | -13.1% |
| YTD | -3.8% | +27.3% | -31.0% | -8.3% |
| 1Y | +6.3% | +42.5% | -36.2% | -0.7% |
| 3Y | +34.4% | -13.3% | +47.7% | +29.8% |
| 5Y | +109.2% | -46.8% | +156.1% | +111.9% |
| 10Y | +312.9% | +445.8% | -132.9% | +144.9% |
| All | +968.9% | +2,696.7% | -1,727.8% | +227.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling