+1,844.9%
PWR vs DXCM
+391.0%
+1,453.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.5% |
| 7D | +19.1% | -3.6% | +22.7% | +19.6% |
| 30D | -12.0% | -4.3% | -7.7% | -11.7% |
| 3M | -10.6% | -10.4% | -0.2% | -9.6% |
| 6M | -20.8% | +33.1% | -53.9% | -24.6% |
| YTD | +43.7% | +22.6% | +21.1% | +38.2% |
| 1Y | +35.0% | +36.5% | -1.6% | +27.9% |
| 3Y | +249.4% | -13.5% | +262.9% | +238.1% |
| 5Y | +422.1% | -49.6% | +471.8% | +426.5% |
| All | +1,844.9% | +391.0% | +1,453.9% | +1,434.7% |
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