-3.5%
IDXX vs PCOR
-33.1%
+29.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.2% | +0.3% | -2.0% |
| 7D | -4.6% | -6.9% | +2.3% | -2.7% |
| 30D | -11.3% | -1.5% | -9.8% | -11.2% |
| 3M | -7.3% | +18.5% | -25.8% | -12.3% |
| 6M | -14.5% | -4.7% | -9.8% | -15.0% |
| YTD | -23.1% | -22.8% | -0.3% | -19.3% |
| 1Y | -20.3% | -20.7% | +0.4% | -17.5% |
| 3Y | +11.7% | -14.6% | +26.2% | +7.0% |
| 5Y | -24.4% | -40.7% | +16.4% | -29.6% |
| All | -3.5% | -33.1% | +29.6% | -9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling