+53,483.3%
IDXX vs PTC
+2,842.1%
+50,641.3%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.5% | -1.6% |
| 7D | -4.3% | -14.2% | +9.9% | -1.3% |
| 30D | -13.7% | -14.4% | +0.8% | -11.0% |
| 3M | -9.1% | -4.7% | -4.3% | -8.6% |
| 6M | -15.4% | -19.3% | +3.9% | -12.2% |
| YTD | -25.1% | -26.1% | +1.0% | -21.0% |
| 1Y | -20.6% | -37.1% | +16.5% | -13.5% |
| 3Y | +8.7% | -10.4% | +19.1% | +9.5% |
| 5Y | -25.7% | +2.5% | -28.2% | -27.1% |
| 10Y | +360.6% | +197.9% | +162.7% | +265.7% |
| All | +53,483.3% | +2,842.1% | +50,641.3% | +20,586.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling