-21.8%
IDXX vs PSLV
+49.9%
-71.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.6% | -0.4% |
| 7D | -5.7% | -3.5% | -2.3% | -5.6% |
| 30D | -11.5% | -2.1% | -9.4% | -11.5% |
| 3M | -9.5% | -1.6% | -7.9% | -9.4% |
| 6M | -16.0% | -25.5% | +9.5% | -15.0% |
| YTD | -25.4% | -11.4% | -14.0% | -24.8% |
| 1Y | -21.8% | +48.6% | -70.4% | -19.0% |
| All | -21.8% | +49.9% | -71.6% | -19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling