+60.7%
PCAR vs IDXX
+7.6%
+53.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -1.6% | -5.7% | +4.2% | -0.2% |
| 30D | -6.4% | -11.5% | +5.2% | -3.8% |
| 3M | +4.7% | -9.5% | +14.2% | +6.9% |
| 6M | +4.5% | -16.0% | +20.5% | +8.3% |
| YTD | +13.0% | -25.4% | +38.4% | +20.1% |
| 1Y | +23.6% | -21.8% | +45.4% | +29.7% |
| 3Y | +60.7% | +7.0% | +53.7% | +50.5% |
| All | +60.7% | +7.6% | +53.2% | +50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling