+7.4%
PLD vs DXCM
+44.9%
-37.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.2% |
| 7D | +0.8% | -3.7% | +4.5% | +1.2% |
| 30D | +0.5% | -5.0% | +5.5% | +1.0% |
| 3M | -5.5% | -8.8% | +3.3% | -4.6% |
| 6M | -8.3% | +31.9% | -40.2% | -12.0% |
| YTD | +4.3% | +20.4% | -16.1% | +0.3% |
| 1Y | +7.4% | +45.7% | -38.3% | -0.4% |
| All | +7.4% | +44.9% | -37.5% | -0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling