-21.5%
IDXX vs PCOR
-22.9%
+1.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.3% |
| 7D | -4.3% | -12.2% | +7.9% | -1.9% |
| 30D | -13.7% | -9.4% | -4.2% | -12.1% |
| 3M | -9.1% | +22.2% | -31.3% | -13.2% |
| 6M | -15.4% | -7.3% | -8.1% | -15.8% |
| YTD | -25.1% | -26.8% | +1.7% | -21.6% |
| All | -21.5% | -22.9% | +1.4% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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