+662.0%
PBR vs IDXX
+360.5%
+301.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.8% |
| 7D | +5.4% | -5.7% | +11.1% | +6.6% |
| 30D | +22.9% | -11.5% | +34.4% | +25.9% |
| 3M | +19.6% | -9.5% | +29.2% | +21.6% |
| 6M | +16.5% | -16.0% | +32.4% | +19.7% |
| YTD | +86.7% | -25.4% | +112.1% | +96.7% |
| 1Y | +74.7% | -21.8% | +96.5% | +81.1% |
| 3Y | +102.6% | +7.0% | +95.5% | +86.7% |
| 5Y | +566.6% | -26.0% | +592.5% | +582.7% |
| All | +662.0% | +360.5% | +301.5% | +234.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling