+12,463.0%
PCAR vs IDXX
+54,849.3%
-42,386.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | -0.2% | -4.4% | +4.2% | +0.7% |
| 30D | -6.9% | -13.5% | +6.6% | -4.3% |
| 3M | +2.1% | -11.0% | +13.1% | +4.3% |
| 6M | +1.6% | -15.6% | +17.2% | +4.7% |
| YTD | +12.2% | -23.9% | +36.1% | +17.9% |
| 1Y | +28.0% | -21.4% | +49.5% | +33.3% |
| 3Y | +61.0% | +10.6% | +50.4% | +53.9% |
| 5Y | +163.9% | -23.9% | +187.8% | +165.4% |
| 10Y | +367.9% | +368.4% | -0.5% | +225.9% |
| All | +12,463.0% | +54,849.3% | -42,386.3% | +4,743.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling