+35.0%
PWR vs DXCM
+40.2%
-5.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.2% |
| 7D | +19.1% | -3.6% | +22.7% | +18.8% |
| 30D | -12.0% | -4.3% | -7.7% | -12.0% |
| 3M | -10.6% | -10.4% | -0.2% | -10.4% |
| 6M | -20.8% | +33.1% | -53.9% | -24.3% |
| YTD | +43.7% | +22.6% | +21.1% | +38.3% |
| 1Y | +35.0% | +36.5% | -1.6% | +23.5% |
| All | +35.0% | +40.2% | -5.2% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling