+17.9%
PG vs IDXX
-7.4%
+25.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +0.5% |
| 7D | +4.1% | +16.4% | -12.4% | +1.4% |
| 30D | +13.3% | +30.1% | -16.8% | +7.9% |
| 3M | +14.6% | +14.7% | -0.1% | +11.7% |
| 6M | +17.0% | +19.1% | -2.2% | +13.0% |
| YTD | +20.0% | -0.9% | +20.8% | +15.5% |
| 1Y | +17.9% | -6.9% | +24.8% | +14.1% |
| All | +17.9% | -7.4% | +25.4% | +14.1% |
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