-25.1%
PINS vs IDXX
+137.5%
-162.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.0% | -8.3% | -8.6% |
| 7D | -13.9% | -4.4% | -9.4% | -11.3% |
| 30D | -25.0% | -13.5% | -11.5% | -17.8% |
| 3M | -16.6% | -11.0% | -5.6% | -10.5% |
| 6M | -7.0% | -15.6% | +8.6% | +2.8% |
| YTD | -29.4% | -23.9% | -5.5% | -17.3% |
| 1Y | -49.9% | -21.4% | -28.5% | -43.3% |
| 3Y | -33.6% | +10.6% | -44.2% | -47.4% |
| 5Y | -66.8% | -23.9% | -43.0% | -65.1% |
| All | -25.1% | +137.5% | -162.6% | -69.4% |
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