+222.2%
PWR vs DXCM
-18.8%
+241.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -6.0% | +12.2% | +6.6% |
| 7D | -12.9% | -3.5% | -9.4% | -12.7% |
| 30D | -22.8% | -5.8% | -17.0% | -22.6% |
| 3M | -19.0% | -4.3% | -14.6% | -19.0% |
| 6M | -31.1% | +31.6% | -62.7% | -33.5% |
| YTD | +28.3% | +19.6% | +8.6% | +25.1% |
| 1Y | +22.2% | +36.9% | -14.6% | +17.7% |
| 3Y | +222.2% | -16.3% | +238.4% | +200.1% |
| All | +222.2% | -18.8% | +241.0% | +200.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling