+352.1%
IDXX vs PNR
+66.2%
+285.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | -5.7% | -6.0% | +0.3% | -2.9% |
| 30D | -11.5% | -14.0% | +2.4% | -5.1% |
| 3M | -9.5% | -21.7% | +12.2% | +0.2% |
| 6M | -16.0% | -37.3% | +21.3% | +3.3% |
| YTD | -25.4% | -45.1% | +19.7% | -2.7% |
| 1Y | -21.8% | -49.1% | +27.4% | +5.9% |
| 3Y | +7.0% | -14.8% | +21.9% | +9.9% |
| 5Y | -26.0% | -21.0% | -4.9% | -24.0% |
| All | +352.1% | +66.2% | +285.9% | +223.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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