+13.8%
IDXX vs PENG
+56.5%
-42.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.5% | +6.4% | +1.6% |
| 7D | +4.2% | +13.2% | -9.1% | +2.5% |
| 30D | +33.1% | -29.9% | +63.1% | +37.5% |
| 3M | +24.2% | -22.2% | +46.5% | +25.2% |
| 6M | +33.2% | -1.9% | +35.1% | +22.9% |
| YTD | +4.1% | +142.1% | -138.0% | -22.0% |
| 1Y | +0.4% | +151.5% | -151.1% | -25.6% |
| 3Y | +62.9% | +206.9% | -144.1% | +5.7% |
| All | +13.8% | +56.5% | -42.8% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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