-76.0%
PCG vs DXCM
+279.8%
-355.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.0% | +4.5% | +2.6% |
| 7D | -13.9% | -3.2% | -10.6% | -13.7% |
| 30D | -16.9% | +6.3% | -23.2% | -17.3% |
| 3M | -14.7% | +21.1% | -35.8% | -16.2% |
| 6M | -23.8% | +20.6% | -44.4% | -25.2% |
| YTD | -10.5% | +32.4% | -42.9% | -12.8% |
| 1Y | -5.1% | +8.8% | -14.0% | -6.3% |
| 3Y | -11.6% | -13.7% | +2.1% | -13.2% |
| 5Y | +59.0% | -35.2% | +94.2% | +55.9% |
| All | -76.0% | +279.8% | -355.8% | -75.6% |
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