-4.6%
PEP vs DXCM
-13.6%
+9.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +0.4% |
| 7D | +6.7% | +5.7% | +1.0% | +6.5% |
| 30D | +13.5% | +1.3% | +12.2% | +13.4% |
| 3M | +3.9% | +2.2% | +1.8% | +3.8% |
| 6M | -6.0% | +42.0% | -48.0% | -6.9% |
| YTD | +2.5% | +27.3% | -24.8% | +1.6% |
| 1Y | +3.9% | +42.5% | -38.5% | +2.8% |
| All | -4.6% | -13.6% | +9.0% | -4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling