-23.0%
IDXX vs PRU
+44.9%
-67.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -5.7% | -2.3% | -3.5% | -4.8% |
| 30D | -11.5% | -1.7% | -9.8% | -11.0% |
| 3M | -9.5% | +13.2% | -22.8% | -14.2% |
| 6M | -16.0% | +28.8% | -44.7% | -24.6% |
| YTD | -25.4% | +9.8% | -35.2% | -28.7% |
| 1Y | -21.8% | +17.4% | -39.1% | -27.4% |
| 3Y | +7.0% | +44.9% | -37.9% | -12.0% |
| All | -23.0% | +44.9% | -67.8% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 5y: compounded portfolio wealth divided by compounded PRU 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…
5y analysis · Full analysis span regression · 6 months rolling