-16.4%
IDXX vs PPG
+5.2%
-21.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.5% | +0.6% |
| 7D | -3.5% | -1.5% | -2.1% | -3.1% |
| 30D | -8.4% | -5.0% | -3.5% | -7.1% |
| 3M | -5.2% | +1.1% | -6.3% | -5.5% |
| 6M | -17.5% | -3.2% | -14.3% | -17.6% |
| YTD | -20.9% | +11.9% | -32.7% | -21.9% |
| 1Y | -16.4% | +5.3% | -21.7% | -14.4% |
| All | -16.4% | +5.2% | -21.6% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling