+257.2%
PLD vs DXCM
+402.7%
-145.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.3% |
| 7D | +1.3% | +4.9% | -3.6% | +0.6% |
| 30D | -1.4% | -0.2% | -1.2% | -1.5% |
| 3M | -8.2% | -8.9% | +0.8% | -7.1% |
| 6M | -8.0% | +42.3% | -50.3% | -13.3% |
| YTD | +3.2% | +25.6% | -22.4% | -1.2% |
| 1Y | +7.0% | +39.5% | -32.5% | +0.9% |
| 3Y | +38.3% | -15.3% | +53.6% | +34.6% |
| 5Y | +0.2% | -48.4% | +48.6% | +0.9% |
| All | +257.2% | +402.7% | -145.5% | +213.5% |
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