+160.8%
PM vs DXCM
-49.8%
+210.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +1.1% |
| 7D | -7.1% | -9.2% | +2.1% | -6.7% |
| 30D | -2.8% | -6.5% | +3.7% | -2.5% |
| 3M | +6.3% | -10.3% | +16.6% | +6.8% |
| 6M | +9.6% | +35.4% | -25.8% | +8.0% |
| YTD | +25.6% | +21.1% | +4.5% | +24.2% |
| 1Y | +29.7% | +38.2% | -8.6% | +27.4% |
| 3Y | +147.6% | -14.6% | +162.1% | +144.7% |
| All | +160.8% | -49.8% | +210.6% | +150.8% |
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