+381.3%
PG vs DXCM
+2,699.0%
-2,317.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.2% | -0.3% |
| 7D | -0.4% | -6.2% | +5.8% | 0.0% |
| 30D | -0.1% | -0.3% | +0.1% | -0.1% |
| 3M | +1.1% | +10.3% | -9.2% | +0.4% |
| 6M | -3.8% | +24.1% | -27.9% | -5.3% |
| YTD | +3.8% | +27.4% | -23.5% | +2.0% |
| 1Y | -5.8% | +8.4% | -14.1% | -6.7% |
| 3Y | +3.0% | -19.0% | +22.0% | +1.9% |
| 5Y | +14.5% | -38.6% | +53.1% | +13.8% |
| 10Y | +117.8% | +252.9% | -135.2% | +88.7% |
| All | +381.3% | +2,699.0% | -2,317.7% | +218.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling