+201.5%
PDD vs DXCM
+214.0%
-12.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.1% | -5.1% | -3.6% |
| 7D | -1.4% | -4.4% | +2.9% | -0.4% |
| 30D | -1.0% | -3.6% | +2.6% | -0.3% |
| 3M | -12.3% | -4.3% | -7.9% | -11.6% |
| 6M | -18.5% | +33.8% | -52.3% | -25.5% |
| YTD | -29.0% | +22.1% | -51.2% | -33.7% |
| 1Y | -40.7% | +47.4% | -88.1% | -47.4% |
| 3Y | -25.7% | -12.3% | -13.4% | -31.4% |
| 5Y | -3.3% | -49.1% | +45.8% | -0.4% |
| All | +201.5% | +214.0% | -12.5% | +112.3% |
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 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