-0.4%
PL vs IDXX
-2.6%
+2.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.9% | -10.3% | -6.0% |
| 7D | -11.7% | +24.1% | -35.8% | -9.9% |
| 30D | -27.1% | +32.5% | -59.7% | -25.6% |
| 3M | -44.6% | +18.8% | -63.4% | -42.9% |
| 6M | -67.2% | +24.0% | -91.2% | -66.3% |
| YTD | -35.9% | +3.3% | -39.1% | -24.3% |
| 1Y | -0.4% | -3.3% | +2.9% | +22.4% |
| All | -0.4% | -2.6% | +2.2% | +22.4% |
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 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