+234.7%
PM vs DXCM
+421.6%
-187.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.1% | -4.5% | -2.5% |
| 7D | -7.3% | -4.4% | -2.9% | -7.1% |
| 30D | -4.0% | -3.6% | -0.4% | -3.9% |
| 3M | +2.7% | -4.3% | +7.1% | +2.9% |
| 6M | +14.9% | +33.8% | -18.9% | +12.9% |
| YTD | +23.5% | +22.1% | +1.4% | +21.9% |
| 1Y | +30.4% | +47.4% | -17.0% | +27.4% |
| 3Y | +143.2% | -12.3% | +155.5% | +140.2% |
| 5Y | +159.5% | -49.1% | +208.6% | +161.0% |
| 10Y | +234.7% | +423.1% | -188.5% | +222.9% |
| All | +234.7% | +421.6% | -187.0% | +222.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling