+352.1%
IDXX vs PFGC
+292.9%
+59.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.3% |
| 7D | -5.7% | -4.8% | -1.0% | -5.0% |
| 30D | -11.5% | -12.5% | +1.0% | -9.6% |
| 3M | -9.5% | -9.7% | +0.2% | -8.1% |
| 6M | -16.0% | +7.0% | -23.0% | -17.0% |
| YTD | -25.4% | +4.5% | -29.9% | -26.3% |
| 1Y | -21.8% | -11.6% | -10.2% | -20.6% |
| 3Y | +7.0% | +58.5% | -51.5% | -1.5% |
| 5Y | -26.0% | +112.6% | -138.5% | -34.9% |
| All | +352.1% | +292.9% | +59.2% | +259.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling