-18.3%
PCG vs DXCM
-13.9%
-4.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +2.1% |
| 7D | +2.2% | +4.9% | -2.8% | +2.0% |
| 30D | +0.8% | -0.2% | +0.9% | +0.7% |
| 3M | -23.8% | -8.9% | -14.9% | -23.6% |
| 6M | -19.6% | +42.3% | -61.9% | -21.2% |
| YTD | -16.7% | +25.6% | -42.3% | -17.9% |
| 1Y | -19.4% | +39.5% | -58.9% | -21.0% |
| 3Y | -18.3% | -15.3% | -3.0% | -22.3% |
| All | -18.3% | -13.9% | -4.4% | -22.3% |
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