-77.6%
PCG vs DXCM
+410.2%
-487.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.0% | +4.0% | -1.5% |
| 7D | -1.6% | -3.5% | +1.9% | -1.4% |
| 30D | +1.4% | -5.8% | +7.2% | +1.8% |
| 3M | -23.4% | -4.3% | -19.0% | -23.3% |
| 6M | -19.4% | +31.6% | -50.9% | -21.4% |
| YTD | -18.5% | +19.6% | -38.1% | -20.1% |
| 1Y | -19.5% | +36.9% | -56.4% | -22.0% |
| 3Y | -21.0% | -16.3% | -4.7% | -22.2% |
| 5Y | +13.7% | -50.0% | +63.8% | +13.3% |
| All | -77.6% | +410.2% | -487.8% | -79.0% |
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