-14.5%
PDD vs DXCM
-48.6%
+34.1%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | +0.1% | -1.0% |
| 7D | -1.0% | -3.7% | +2.7% | -0.1% |
| 30D | -2.4% | -5.0% | +2.6% | -1.3% |
| 3M | -14.6% | -8.8% | -5.8% | -12.8% |
| 6M | -19.6% | +31.9% | -51.5% | -26.4% |
| YTD | -30.0% | +20.4% | -50.4% | -34.4% |
| 1Y | -42.5% | +45.7% | -88.3% | -49.0% |
| 3Y | -27.2% | -15.0% | -12.2% | -34.4% |
| All | -14.5% | -48.6% | +34.1% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling