+74.7%
PBR vs IDXX
-20.8%
+95.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.9% |
| 7D | +5.4% | -5.7% | +11.1% | +4.5% |
| 30D | +22.9% | -11.5% | +34.4% | +20.9% |
| 3M | +19.6% | -9.5% | +29.2% | +18.4% |
| 6M | +16.5% | -16.0% | +32.4% | +15.0% |
| YTD | +86.7% | -25.4% | +112.1% | +84.2% |
| 1Y | +74.7% | -21.8% | +96.5% | +69.2% |
| All | +74.7% | -20.8% | +95.5% | +69.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling