+8,262.9%
IDXX vs PFG
+1,010.4%
+7,252.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.6% |
| 7D | -5.7% | -0.4% | -5.3% | -5.6% |
| 30D | -11.5% | +2.9% | -14.4% | -12.3% |
| 3M | -9.5% | +6.7% | -16.3% | -11.1% |
| 6M | -16.0% | +33.8% | -49.7% | -21.9% |
| YTD | -25.4% | +35.0% | -60.4% | -30.9% |
| 1Y | -21.8% | +46.4% | -68.2% | -29.0% |
| 3Y | +7.0% | +71.7% | -64.6% | -7.0% |
| 5Y | -26.0% | +113.7% | -139.6% | -39.2% |
| 10Y | +358.9% | +247.8% | +111.1% | +217.7% |
| All | +8,262.9% | +1,010.4% | +7,252.5% | +4,027.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling