-0.7%
PLD vs DXCM
-48.7%
+48.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.3% |
| 7D | +1.3% | +4.9% | -3.6% | +0.5% |
| 30D | -1.4% | -0.2% | -1.2% | -1.5% |
| 3M | -8.2% | -8.9% | +0.8% | -6.9% |
| 6M | -8.0% | +42.3% | -50.3% | -14.1% |
| YTD | +3.2% | +25.6% | -22.4% | -1.9% |
| 1Y | +7.0% | +39.5% | -32.5% | -0.2% |
| 3Y | +38.3% | -15.3% | +53.6% | +32.4% |
| All | -0.7% | -48.7% | +48.0% | -6.4% |
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 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