+352.1%
IDXX vs PSLV
+190.6%
+161.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.6% | -0.4% |
| 7D | -5.7% | -3.5% | -2.3% | -5.3% |
| 30D | -11.5% | -2.1% | -9.4% | -11.4% |
| 3M | -9.5% | -1.6% | -7.9% | -9.6% |
| 6M | -16.0% | -25.5% | +9.5% | -13.0% |
| YTD | -25.4% | -11.4% | -14.0% | -26.8% |
| 1Y | -21.8% | +48.6% | -70.4% | -31.1% |
| 3Y | +7.0% | +166.9% | -159.8% | -17.6% |
| 5Y | -26.0% | +152.4% | -178.4% | -43.2% |
| All | +352.1% | +190.6% | +161.5% | +211.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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