+190.4%
PDD vs DXCM
+215.3%
-24.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.2% |
| 7D | -7.6% | -3.6% | -4.0% | -6.8% |
| 30D | -5.4% | -4.3% | -1.1% | -4.5% |
| 3M | -12.9% | -10.4% | -2.6% | -10.7% |
| 6M | -19.0% | +33.1% | -52.1% | -25.8% |
| YTD | -31.6% | +22.6% | -54.3% | -36.2% |
| 1Y | -43.0% | +36.5% | -79.5% | -48.4% |
| 3Y | -28.9% | -13.5% | -15.4% | -34.1% |
| 5Y | -18.4% | -49.6% | +31.3% | -15.7% |
| All | +190.4% | +215.3% | -24.9% | +104.2% |
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 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