+362.4%
PCAR vs IDXX
+360.5%
+1.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -1.6% | -5.7% | +4.2% | -0.1% |
| 30D | -6.4% | -11.5% | +5.2% | -3.4% |
| 3M | +4.7% | -9.5% | +14.2% | +7.2% |
| 6M | +4.5% | -16.0% | +20.5% | +8.9% |
| YTD | +13.0% | -25.4% | +38.4% | +21.2% |
| 1Y | +23.6% | -21.8% | +45.4% | +30.4% |
| 3Y | +60.7% | +7.0% | +53.7% | +51.3% |
| 5Y | +164.5% | -26.0% | +190.4% | +168.6% |
| All | +362.4% | +360.5% | +1.9% | +164.4% |
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