0.0%
PG vs DXCM
-19.0%
+19.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.5% | +0.2% |
| 7D | -2.7% | -5.8% | +3.1% | -2.6% |
| 30D | -1.5% | -5.6% | +4.1% | -1.5% |
| 3M | -3.4% | +13.0% | -16.4% | -3.5% |
| 6M | -7.0% | +24.7% | -31.6% | -7.3% |
| YTD | +2.0% | +27.3% | -25.3% | +1.7% |
| 1Y | -6.5% | +11.2% | -17.7% | -6.7% |
| All | 0.0% | -19.0% | +19.0% | -2.1% |
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