-19.1%
PCG vs DXCM
+44.9%
-64.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.6% |
| 7D | -0.5% | -3.7% | +3.2% | -0.5% |
| 30D | +0.8% | -5.0% | +5.7% | +0.6% |
| 3M | -22.0% | -8.8% | -13.2% | -22.3% |
| 6M | -17.1% | +31.9% | -49.0% | -17.6% |
| YTD | -16.9% | +20.4% | -37.3% | -17.5% |
| 1Y | -19.1% | +45.7% | -64.8% | -23.2% |
| All | -19.1% | +44.9% | -64.0% | -23.2% |
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