+1.9%
PLD vs DXCM
-48.9%
+50.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.1% | +0.7% | +2.5% |
| 7D | +0.7% | -4.4% | +5.0% | +1.4% |
| 30D | +0.8% | -3.6% | +4.4% | +1.3% |
| 3M | -6.1% | -4.3% | -1.8% | -5.7% |
| 6M | -8.0% | +33.8% | -41.8% | -13.2% |
| YTD | +4.7% | +22.1% | -17.5% | 0.0% |
| 1Y | +7.2% | +47.4% | -40.2% | -1.0% |
| 3Y | +39.2% | -12.3% | +51.5% | +32.0% |
| 5Y | +1.9% | -49.1% | +51.0% | -4.1% |
| All | +1.9% | -48.9% | +50.8% | -4.1% |
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