+53,289.7%
IDXX vs PPG
+1,739.2%
+51,550.5%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -5.7% | -6.2% | +0.5% | -3.5% |
| 30D | -11.5% | -7.9% | -3.6% | -8.8% |
| 3M | -9.5% | -10.2% | +0.7% | -6.1% |
| 6M | -16.0% | +2.7% | -18.6% | -17.2% |
| YTD | -25.4% | +4.9% | -30.3% | -27.3% |
| 1Y | -21.8% | -3.2% | -18.6% | -21.8% |
| 3Y | +7.0% | -17.0% | +24.0% | +12.3% |
| 5Y | -26.0% | -23.3% | -2.6% | -20.7% |
| 10Y | +358.9% | +26.4% | +332.5% | +299.1% |
| All | +53,289.7% | +1,739.2% | +51,550.5% | +22,652.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling