+80.1%
PEP vs DXCM
+410.2%
-330.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.0% | +5.0% | -0.6% |
| 7D | +2.9% | -3.5% | +6.4% | +3.1% |
| 30D | +14.2% | -5.8% | +20.0% | +14.6% |
| 3M | +3.2% | -4.3% | +7.5% | +3.4% |
| 6M | -7.4% | +31.6% | -39.0% | -9.3% |
| YTD | +1.5% | +19.6% | -18.2% | -0.1% |
| 1Y | +3.9% | +36.9% | -33.0% | +1.3% |
| 3Y | -5.5% | -16.3% | +10.8% | -6.7% |
| 5Y | +0.1% | -50.0% | +50.1% | +0.6% |
| All | +80.1% | +410.2% | -330.1% | +73.0% |
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