+31.0%
PL vs IDXX
+12.2%
+18.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.1% |
| 7D | +10.0% | +4.2% | +5.9% | +8.0% |
| 30D | -2.3% | +33.1% | -35.4% | -17.6% |
| 3M | -44.2% | +24.2% | -68.4% | -51.4% |
| 6M | -66.1% | +33.2% | -99.3% | -72.3% |
| YTD | -30.0% | +4.1% | -34.1% | -33.5% |
| 1Y | +21.0% | +0.4% | +20.6% | +17.3% |
| 3Y | +516.5% | +62.9% | +453.6% | +295.8% |
| All | +31.0% | +12.2% | +18.8% | +15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling