+12.8%
PG vs DXCM
-39.5%
+52.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.5% | +0.2% |
| 7D | -2.7% | -5.8% | +3.1% | -2.4% |
| 30D | -1.5% | -5.6% | +4.1% | -1.3% |
| 3M | -3.4% | +13.0% | -16.4% | -4.1% |
| 6M | -7.0% | +24.7% | -31.6% | -8.2% |
| YTD | +2.0% | +27.3% | -25.3% | +0.5% |
| 1Y | -6.5% | +11.2% | -17.7% | -7.4% |
| 3Y | +1.2% | -19.0% | +20.2% | +0.1% |
| 5Y | +12.8% | -38.5% | +51.3% | +6.2% |
| All | +12.8% | -39.5% | +52.2% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling