+7,496.5%
PWR vs DXCM
+2,546.4%
+4,950.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.1% |
| 7D | -11.2% | -3.7% | -7.6% | -10.8% |
| 30D | -17.4% | -5.0% | -12.4% | -16.8% |
| 3M | -11.7% | -8.8% | -2.9% | -10.6% |
| 6M | -21.7% | +31.9% | -53.6% | -27.1% |
| YTD | +38.3% | +20.4% | +17.9% | +30.8% |
| 1Y | +29.6% | +45.7% | -16.2% | +18.0% |
| 3Y | +236.1% | -15.0% | +251.2% | +221.4% |
| 5Y | +406.3% | -48.5% | +454.8% | +417.4% |
| 10Y | +1,796.7% | +411.2% | +1,385.5% | +939.8% |
| All | +7,496.5% | +2,546.4% | +4,950.2% | +1,811.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling