+1,251.5%
PAAS vs IDXX
+9,006.2%
-7,754.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.7% | -2.6% | -4.0% |
| 7D | -3.7% | -4.3% | +0.6% | -3.1% |
| 30D | -1.9% | -13.7% | +11.8% | +0.3% |
| 3M | +15.1% | -9.1% | +24.1% | +16.5% |
| 6M | -17.1% | -15.4% | -1.7% | -15.2% |
| YTD | -1.3% | -25.1% | +23.8% | +2.9% |
| 1Y | +41.1% | -20.6% | +61.7% | +45.4% |
| 3Y | +244.2% | +8.7% | +235.5% | +233.3% |
| 5Y | +120.8% | -25.7% | +146.5% | +122.8% |
| 10Y | +225.3% | +360.6% | -135.3% | +154.5% |
| All | +1,251.5% | +9,006.2% | -7,754.7% | +607.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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