+158.8%
PGR vs IDXX
-26.5%
+185.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.7% |
| 7D | -0.6% | -5.7% | +5.1% | -0.2% |
| 30D | +4.9% | -11.5% | +16.5% | +5.8% |
| 3M | +7.6% | -9.5% | +17.2% | +8.3% |
| 6M | +8.3% | -16.0% | +24.2% | +9.4% |
| YTD | +1.7% | -25.4% | +27.1% | +3.6% |
| 1Y | -6.8% | -21.8% | +14.9% | -5.6% |
| 3Y | +73.4% | +7.0% | +66.4% | +68.1% |
| All | +158.8% | -26.5% | +185.3% | +149.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling