+29,552.1%
PGR vs IDXX
+53,734.7%
-24,182.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.7% |
| 7D | -0.6% | -5.7% | +5.1% | +0.3% |
| 30D | +4.9% | -11.5% | +16.5% | +6.8% |
| 3M | +7.6% | -9.5% | +17.2% | +9.1% |
| 6M | +8.3% | -16.0% | +24.2% | +10.6% |
| YTD | +1.7% | -25.4% | +27.1% | +5.7% |
| 1Y | -6.8% | -21.8% | +14.9% | -4.2% |
| 3Y | +73.4% | +7.0% | +66.4% | +66.4% |
| 5Y | +161.2% | -26.0% | +187.2% | +160.6% |
| 10Y | +819.5% | +358.9% | +460.5% | +586.2% |
| All | +29,552.1% | +53,734.7% | -24,182.5% | +13,951.8% |
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