+129.8%
PM vs IDXX
+7.6%
+122.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.7% |
| 7D | +4.7% | -5.7% | +10.4% | +5.0% |
| 30D | +2.6% | -11.5% | +14.2% | +3.2% |
| 3M | +6.6% | -9.5% | +16.1% | +7.1% |
| 6M | +16.5% | -16.0% | +32.5% | +17.3% |
| YTD | +21.2% | -25.4% | +46.6% | +22.7% |
| 1Y | +17.9% | -21.8% | +39.7% | +19.1% |
| 3Y | +129.8% | +7.0% | +122.8% | +121.0% |
| All | +129.8% | +7.6% | +122.3% | +121.0% |
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