-76.5%
PCG vs DXCM
+391.0%
-467.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.1% |
| 7D | -2.0% | -3.6% | +1.7% | -1.7% |
| 30D | -2.7% | -4.3% | +1.6% | -2.5% |
| 3M | -25.1% | -10.4% | -14.7% | -24.6% |
| 6M | -22.3% | +33.1% | -55.4% | -24.3% |
| YTD | -18.5% | +22.6% | -41.1% | -20.2% |
| 1Y | -21.8% | +36.5% | -58.4% | -24.2% |
| 3Y | -21.0% | -13.5% | -7.6% | -22.5% |
| 5Y | +8.1% | -49.6% | +57.7% | +7.6% |
| All | -76.5% | +391.0% | -467.5% | -77.7% |
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