+53,289.7%
IDXX vs PNR
+2,525.2%
+50,764.5%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -5.7% | -6.0% | +0.3% | -3.9% |
| 30D | -11.5% | -14.0% | +2.4% | -7.4% |
| 3M | -9.5% | -21.7% | +12.2% | -3.1% |
| 6M | -16.0% | -37.3% | +21.3% | -3.8% |
| YTD | -25.4% | -45.1% | +19.7% | -11.3% |
| 1Y | -21.8% | -49.1% | +27.4% | -4.7% |
| 3Y | +7.0% | -14.8% | +21.9% | +10.4% |
| 5Y | -26.0% | -21.0% | -4.9% | -22.4% |
| 10Y | +358.9% | +64.7% | +294.2% | +280.6% |
| All | +53,289.7% | +2,525.2% | +50,764.5% | +23,644.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling