+195.8%
PDD vs DXCM
+222.8%
-27.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.2% |
| 7D | -4.9% | +4.9% | -9.8% | -6.1% |
| 30D | -3.0% | -0.2% | -2.9% | -3.2% |
| 3M | -6.2% | -8.9% | +2.7% | -4.2% |
| 6M | -20.7% | +42.3% | -63.0% | -28.6% |
| YTD | -30.4% | +25.6% | -55.9% | -35.4% |
| 1Y | -41.3% | +39.5% | -80.8% | -47.1% |
| 3Y | -27.7% | -15.3% | -12.4% | -32.3% |
| 5Y | -16.9% | -48.4% | +31.6% | -14.7% |
| All | +195.8% | +222.8% | -27.0% | +106.8% |
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