-15.5%
PCG vs IDXX
+7.9%
-23.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.5% | -0.9% |
| 7D | +0.5% | -4.3% | +4.8% | +1.1% |
| 30D | -18.9% | -13.7% | -5.2% | -17.3% |
| 3M | -15.8% | -9.1% | -6.8% | -15.0% |
| 6M | -22.6% | -15.4% | -7.1% | -20.9% |
| YTD | -12.2% | -25.1% | +12.9% | -8.6% |
| 1Y | -7.1% | -20.6% | +13.5% | -4.7% |
| All | -15.5% | +7.9% | -23.5% | -21.7% |
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