+214.4%
PDD vs DXCM
+227.2%
-12.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.5% | +6.7% | +3.4% |
| 7D | +5.9% | +5.7% | +0.2% | +4.3% |
| 30D | +7.1% | +1.3% | +5.8% | +6.5% |
| 3M | -7.7% | +2.2% | -9.9% | -8.5% |
| 6M | -13.2% | +42.0% | -55.2% | -21.8% |
| YTD | -26.0% | +27.3% | -53.2% | -31.5% |
| 1Y | -38.4% | +42.5% | -80.9% | -44.9% |
| 3Y | -21.1% | -13.3% | -7.8% | -26.6% |
| 5Y | +0.3% | -46.8% | +47.2% | +2.2% |
| All | +214.4% | +227.2% | -12.8% | +119.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling