+211.0%
PDD vs DXCM
+207.6%
+3.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.0% | +4.9% | +0.5% |
| 7D | +5.6% | -3.5% | +9.1% | +6.5% |
| 30D | +5.8% | -5.8% | +11.6% | +7.2% |
| 3M | -8.6% | -4.3% | -4.3% | -7.9% |
| 6M | -18.8% | +31.6% | -50.4% | -25.4% |
| YTD | -26.8% | +19.6% | -46.4% | -31.2% |
| 1Y | -39.3% | +36.9% | -76.1% | -45.1% |
| 3Y | -22.5% | -16.3% | -6.2% | -27.4% |
| 5Y | -0.8% | -50.0% | +49.2% | +2.7% |
| All | +211.0% | +207.6% | +3.4% | +120.2% |
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