+642.0%
PLD vs DXCM
+2,810.6%
-2,168.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.3% |
| 7D | -2.4% | -3.2% | +0.8% | -1.6% |
| 30D | -2.4% | +6.3% | -8.8% | -3.9% |
| 3M | -3.8% | +21.1% | -24.9% | -8.5% |
| 6M | 0.0% | +20.6% | -20.6% | -5.2% |
| YTD | +9.2% | +32.4% | -23.2% | +1.0% |
| 1Y | +25.9% | +8.8% | +17.1% | +21.0% |
| 3Y | +21.3% | -13.7% | +35.0% | +14.9% |
| 5Y | +14.1% | -35.2% | +49.3% | +11.4% |
| 10Y | +237.9% | +281.8% | -43.9% | +83.1% |
| All | +642.0% | +2,810.6% | -2,168.6% | +33.7% |
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