-23.0%
IDXX vs PFG
+111.0%
-133.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.8% |
| 7D | -5.7% | -0.4% | -5.3% | -5.5% |
| 30D | -11.5% | +2.9% | -14.4% | -12.8% |
| 3M | -9.5% | +6.7% | -16.3% | -12.4% |
| 6M | -16.0% | +33.8% | -49.7% | -26.6% |
| YTD | -25.4% | +35.0% | -60.4% | -35.3% |
| 1Y | -21.8% | +46.4% | -68.2% | -34.8% |
| 3Y | +7.0% | +71.7% | -64.6% | -18.9% |
| All | -23.0% | +111.0% | -133.9% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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