-7.4%
PEG vs IDXX
-2.6%
-4.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.9% | -3.4% | +0.5% |
| 7D | +1.0% | +24.1% | -23.1% | +0.6% |
| 30D | +6.6% | +32.5% | -25.9% | +6.0% |
| 3M | -3.1% | +18.8% | -21.9% | -3.3% |
| 6M | -7.4% | +24.0% | -31.4% | -7.8% |
| YTD | -6.4% | +3.3% | -9.7% | -6.3% |
| 1Y | -7.4% | -3.3% | -4.2% | -6.9% |
| All | -7.4% | -2.6% | -4.8% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling