+600.0%
PLD vs DXCM
+2,696.7%
-2,096.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.4% | -1.1% |
| 7D | +0.4% | +5.7% | -5.3% | -0.9% |
| 30D | -0.1% | +1.3% | -1.4% | -0.6% |
| 3M | -7.9% | +2.2% | -10.1% | -8.7% |
| 6M | -7.0% | +42.0% | -49.0% | -15.2% |
| YTD | +3.1% | +27.3% | -24.2% | -4.1% |
| 1Y | +7.1% | +42.5% | -35.4% | -3.1% |
| 3Y | +32.9% | -13.3% | +46.2% | +26.4% |
| 5Y | +1.5% | -46.8% | +48.4% | +4.0% |
| 10Y | +245.9% | +445.8% | -199.9% | +69.9% |
| All | +600.0% | +2,696.7% | -2,096.7% | +27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling