+7.0%
IDXX vs PTC
-9.2%
+16.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.9% |
| 7D | -5.7% | -7.3% | +1.5% | -3.4% |
| 30D | -11.5% | -11.6% | +0.1% | -8.2% |
| 3M | -9.5% | +10.5% | -20.0% | -13.1% |
| 6M | -16.0% | -17.8% | +1.9% | -11.0% |
| YTD | -25.4% | -24.9% | -0.5% | -18.5% |
| 1Y | -21.8% | -36.8% | +15.1% | -9.1% |
| 3Y | +7.0% | -8.7% | +15.8% | -8.6% |
| All | +7.0% | -9.2% | +16.3% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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