+162.1%
PCAR vs IDXX
-26.5%
+188.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -1.6% | -5.7% | +4.2% | -0.3% |
| 30D | -6.4% | -11.5% | +5.2% | -3.9% |
| 3M | +4.7% | -9.5% | +14.2% | +6.8% |
| 6M | +4.5% | -16.0% | +20.5% | +8.2% |
| YTD | +13.0% | -25.4% | +38.4% | +19.8% |
| 1Y | +23.6% | -21.8% | +45.4% | +29.4% |
| 3Y | +60.7% | +7.0% | +53.7% | +52.6% |
| All | +162.1% | -26.5% | +188.6% | +142.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling