+516.5%
PL vs IDXX
+64.4%
+452.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.0% |
| 7D | +10.0% | +4.2% | +5.9% | +8.6% |
| 30D | -2.3% | +33.1% | -35.4% | -12.6% |
| 3M | -44.2% | +24.2% | -68.4% | -48.8% |
| 6M | -66.1% | +33.2% | -99.3% | -70.4% |
| YTD | -30.0% | +4.1% | -34.1% | -30.7% |
| 1Y | +21.0% | +0.4% | +20.6% | +21.9% |
| 3Y | +516.5% | +62.9% | +453.6% | +341.1% |
| All | +516.5% | +64.4% | +452.1% | +341.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling