-25.7%
IDXX vs PCOR
-43.4%
+17.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.2% |
| 7D | -4.3% | -12.2% | +7.9% | -0.7% |
| 30D | -13.7% | -9.4% | -4.2% | -11.4% |
| 3M | -9.1% | +22.2% | -31.3% | -14.9% |
| 6M | -15.4% | -7.3% | -8.1% | -15.3% |
| YTD | -25.1% | -26.8% | +1.7% | -20.0% |
| 1Y | -20.6% | -22.2% | +1.6% | -17.3% |
| 3Y | +8.7% | -19.1% | +27.8% | +5.2% |
| 5Y | -25.7% | -42.4% | +16.7% | -28.5% |
| All | -25.7% | -43.4% | +17.7% | -28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling