+31.4%
PWR vs DXCM
+47.0%
-15.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.1% | +7.3% | +9.4% |
| 7D | -4.8% | -4.4% | -0.4% | -4.7% |
| 30D | -16.2% | -3.6% | -12.6% | -16.2% |
| 3M | -11.9% | -4.3% | -7.6% | -12.0% |
| 6M | -20.6% | +33.8% | -54.3% | -24.0% |
| YTD | +40.3% | +22.1% | +18.1% | +36.0% |
| All | +31.4% | +47.0% | -15.5% | +21.4% |
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