-18.7%
PDD vs DXCM
-13.8%
-4.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +0.9% |
| 7D | -4.1% | -3.2% | -0.8% | -3.8% |
| 30D | -9.6% | +6.3% | -15.9% | -10.2% |
| 3M | -4.3% | +21.1% | -25.4% | -6.3% |
| 6M | -18.8% | +20.6% | -39.3% | -20.6% |
| YTD | -27.5% | +32.4% | -59.9% | -29.8% |
| 1Y | -33.6% | +8.8% | -42.5% | -34.8% |
| All | -18.7% | -13.8% | -4.9% | -22.5% |
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