+1,175.5%
PCAR vs DXCM
+2,810.6%
-1,635.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.5% |
| 7D | -0.5% | -3.2% | +2.7% | 0.0% |
| 30D | -6.2% | +6.3% | -12.6% | -7.2% |
| 3M | +5.9% | +21.1% | -15.2% | +2.2% |
| 6M | +0.4% | +20.6% | -20.2% | -3.2% |
| YTD | +14.8% | +32.4% | -17.6% | +8.9% |
| 1Y | +30.1% | +8.8% | +21.3% | +26.7% |
| 3Y | +66.7% | -13.7% | +80.4% | +60.6% |
| 5Y | +166.1% | -35.2% | +201.3% | +160.5% |
| 10Y | +353.7% | +281.8% | +71.9% | +188.3% |
| All | +1,175.5% | +2,810.6% | -1,635.1% | +289.2% |
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