-18.6%
PCG vs DXCM
-13.1%
-5.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +1.2% |
| 7D | -1.1% | -4.4% | +3.3% | -0.9% |
| 30D | +0.1% | -3.6% | +3.7% | +0.2% |
| 3M | -24.4% | -4.3% | -20.1% | -24.4% |
| 6M | -17.7% | +33.8% | -51.4% | -19.0% |
| YTD | -17.4% | +22.1% | -39.6% | -18.5% |
| 1Y | -19.4% | +47.4% | -66.8% | -21.2% |
| 3Y | -18.6% | -12.3% | -6.3% | -20.6% |
| All | -18.6% | -13.1% | -5.5% | -20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling