+2,396.1%
PWR vs DXCM
+256.6%
+2,139.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.8% | +6.2% | +2.8% |
| 7D | +4.5% | -6.2% | +10.7% | +5.4% |
| 30D | -4.9% | -0.3% | -4.6% | -4.9% |
| 3M | -7.9% | +10.3% | -18.2% | -9.4% |
| 6M | +18.3% | +24.1% | -5.8% | +14.1% |
| YTD | +51.5% | +27.4% | +24.1% | +45.5% |
| 1Y | +70.3% | +8.4% | +61.9% | +66.5% |
| 3Y | +210.6% | -19.0% | +229.6% | +203.6% |
| 5Y | +456.7% | -38.6% | +495.3% | +449.5% |
| 10Y | +2,396.1% | +252.9% | +2,143.1% | +1,986.7% |
| All | +2,396.1% | +256.6% | +2,139.4% | +1,986.7% |
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 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