+119.6%
PM vs DXCM
-13.8%
+133.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | +0.1% | -1.9% |
| 7D | -4.9% | -3.2% | -1.7% | -4.8% |
| 30D | -3.4% | +6.3% | -9.7% | -3.5% |
| 3M | +5.2% | +21.1% | -15.9% | +4.7% |
| 6M | +3.7% | +20.6% | -16.9% | +3.1% |
| YTD | +15.8% | +32.4% | -16.7% | +14.9% |
| 1Y | +17.4% | +8.8% | +8.5% | +17.1% |
| All | +119.6% | -13.8% | +133.4% | +122.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling