-76.7%
PCG vs DXCM
+421.6%
-498.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +1.2% |
| 7D | -1.1% | -4.4% | +3.3% | -0.8% |
| 30D | +0.1% | -3.6% | +3.7% | +0.3% |
| 3M | -24.4% | -4.3% | -20.1% | -24.3% |
| 6M | -17.7% | +33.8% | -51.4% | -19.8% |
| YTD | -17.4% | +22.1% | -39.6% | -19.1% |
| 1Y | -19.4% | +47.4% | -66.8% | -22.2% |
| 3Y | -18.6% | -12.3% | -6.3% | -20.2% |
| 5Y | +10.2% | -49.1% | +59.3% | +9.6% |
| 10Y | -76.7% | +423.1% | -499.8% | -78.1% |
| All | -76.7% | +421.6% | -498.3% | -78.1% |
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