+7.0%
IDXX vs PSLV
+165.9%
-158.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.6% | -0.4% |
| 7D | -5.7% | -3.5% | -2.3% | -5.5% |
| 30D | -11.5% | -2.1% | -9.4% | -11.5% |
| 3M | -9.5% | -1.6% | -7.9% | -9.5% |
| 6M | -16.0% | -25.5% | +9.5% | -14.4% |
| YTD | -25.4% | -11.4% | -14.0% | -26.3% |
| 1Y | -21.8% | +48.6% | -70.4% | -27.8% |
| 3Y | +7.0% | +166.9% | -159.8% | -8.3% |
| All | +7.0% | +165.9% | -158.8% | -8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling