+75.0%
PEP vs DXCM
+272.3%
-197.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.4% | -0.5% |
| 7D | -1.4% | -3.2% | +1.8% | -1.2% |
| 30D | +0.2% | +6.3% | -6.1% | -0.2% |
| 3M | -1.1% | +21.1% | -22.2% | -2.4% |
| 6M | -13.5% | +20.6% | -34.1% | -14.7% |
| YTD | -1.2% | +32.4% | -33.6% | -3.3% |
| 1Y | -1.6% | +8.8% | -10.4% | -2.6% |
| 3Y | -12.5% | -13.7% | +1.2% | -13.8% |
| 5Y | +3.0% | -35.2% | +38.2% | +1.9% |
| All | +75.0% | +272.3% | -197.3% | +74.6% |
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 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