+207.9%
PDD vs DXCM
+240.5%
-32.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.2% |
| 7D | -4.1% | -3.2% | -0.8% | -3.2% |
| 30D | -9.6% | +6.3% | -15.9% | -11.2% |
| 3M | -4.3% | +21.1% | -25.4% | -9.6% |
| 6M | -18.8% | +20.6% | -39.3% | -23.5% |
| YTD | -27.5% | +32.4% | -59.9% | -33.5% |
| 1Y | -33.6% | +8.8% | -42.5% | -36.4% |
| 3Y | -20.4% | -13.7% | -6.7% | -26.1% |
| 5Y | -19.6% | -35.2% | +15.6% | -22.3% |
| All | +207.9% | +240.5% | -32.6% | +112.8% |
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