+451.9%
PWR vs DXCM
-38.0%
+490.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.8% |
| 7D | +2.7% | -6.5% | +9.1% | +3.6% |
| 30D | -5.1% | -4.3% | -0.8% | -4.6% |
| 3M | -9.4% | +7.3% | -16.7% | -10.7% |
| 6M | +10.4% | +22.0% | -11.6% | +6.1% |
| YTD | +48.6% | +26.4% | +22.3% | +41.9% |
| 1Y | +68.0% | +7.0% | +61.0% | +64.1% |
| 3Y | +204.7% | -19.6% | +224.3% | +195.3% |
| 5Y | +451.9% | -39.3% | +491.2% | +442.4% |
| All | +451.9% | -38.0% | +490.0% | +442.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling