+57.9%
PPL vs IDXX
+64.4%
-6.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.2% |
| 7D | -0.4% | +4.2% | -4.5% | -0.7% |
| 30D | +2.6% | +33.1% | -30.5% | +0.4% |
| 3M | +0.8% | +24.2% | -23.4% | -0.9% |
| 6M | +1.4% | +33.2% | -31.8% | -0.9% |
| YTD | +4.3% | +4.1% | +0.2% | +3.7% |
| 1Y | +0.8% | +0.4% | +0.4% | +0.5% |
| 3Y | +57.9% | +62.9% | -5.0% | +46.8% |
| All | +57.9% | +64.4% | -6.5% | +46.8% |
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 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