+58.3%
PCG vs IDXX
+54,849.3%
-54,791.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -4.1% |
| 7D | +6.5% | -4.4% | +10.9% | +6.9% |
| 30D | -16.7% | -13.5% | -3.2% | -15.5% |
| 3M | -14.2% | -11.0% | -3.2% | -13.3% |
| 6M | -21.5% | -15.6% | -5.8% | -20.3% |
| YTD | -11.2% | -23.9% | +12.7% | -8.9% |
| 1Y | -4.2% | -21.4% | +17.2% | -2.3% |
| 3Y | -14.9% | +10.6% | -25.5% | -17.1% |
| 5Y | +54.2% | -23.9% | +78.1% | +54.2% |
| 10Y | -75.3% | +368.4% | -443.8% | -79.0% |
| All | +58.3% | +54,849.3% | -54,791.0% | +10.2% |
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 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