-21.9%
PINS vs IDXX
+132.7%
-154.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.7% |
| 7D | -6.6% | -5.7% | -0.9% | -3.0% |
| 30D | -16.8% | -11.5% | -5.3% | -10.2% |
| 3M | -11.4% | -9.5% | -1.9% | -5.9% |
| 6M | -1.7% | -16.0% | +14.3% | +8.9% |
| YTD | -26.4% | -25.4% | -1.0% | -12.7% |
| 1Y | -45.5% | -21.8% | -23.7% | -38.2% |
| 3Y | -31.7% | +7.0% | -38.8% | -44.6% |
| 5Y | -64.9% | -26.0% | -38.9% | -62.2% |
| All | -21.9% | +132.7% | -154.6% | -67.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling