+54.1%
PPL vs IDXX
+360.5%
-306.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -2.1% | -5.7% | +3.6% | -1.1% |
| 30D | -3.1% | -11.5% | +8.5% | -1.1% |
| 3M | -3.1% | -9.5% | +6.4% | -1.6% |
| 6M | -8.0% | -16.0% | +8.0% | -5.6% |
| YTD | -0.3% | -25.4% | +25.1% | +4.2% |
| 1Y | -2.2% | -21.8% | +19.6% | +1.1% |
| 3Y | +50.4% | +7.0% | +43.3% | +42.9% |
| 5Y | +36.9% | -26.0% | +62.8% | +37.5% |
| All | +54.1% | +360.5% | -306.4% | -1.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling