+9.3%
IDXX vs PCOR
-18.2%
+27.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.7% | -0.2% |
| 7D | -4.4% | -9.0% | +4.6% | -2.6% |
| 30D | -13.5% | -7.0% | -6.6% | -12.4% |
| 3M | -11.0% | +18.3% | -29.4% | -14.5% |
| 6M | -15.6% | -7.8% | -7.8% | -15.5% |
| YTD | -23.9% | -25.6% | +1.7% | -20.6% |
| 1Y | -21.4% | -22.7% | +1.3% | -19.0% |
| All | +9.3% | -18.2% | +27.4% | +9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling