+33.3%
PLD vs DXCM
-18.8%
+52.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.0% | +4.7% | -0.5% |
| 7D | -0.8% | -3.5% | +2.7% | -0.4% |
| 30D | -0.3% | -5.8% | +5.5% | +0.3% |
| 3M | -8.0% | -4.3% | -3.7% | -7.7% |
| 6M | -9.8% | +31.6% | -41.4% | -13.3% |
| YTD | +1.8% | +19.6% | -17.9% | -1.2% |
| 1Y | +5.6% | +36.9% | -31.3% | +0.8% |
| 3Y | +33.3% | -16.3% | +49.5% | +25.3% |
| All | +33.3% | -18.8% | +52.0% | +25.3% |
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