-19.6%
PCG vs DXCM
+47.0%
-66.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +1.4% |
| 7D | -1.1% | -4.4% | +3.3% | -1.2% |
| 30D | +0.1% | -3.6% | +3.7% | 0.0% |
| 3M | -24.4% | -4.3% | -20.1% | -24.6% |
| 6M | -17.7% | +33.8% | -51.4% | -18.1% |
| YTD | -17.4% | +22.1% | -39.6% | -18.0% |
| All | -19.6% | +47.0% | -66.6% | -23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling