+47.1%
PPL vs IDXX
+12.2%
+34.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.2% |
| 7D | -0.4% | +4.2% | -4.5% | -0.9% |
| 30D | +2.6% | +33.1% | -30.5% | -1.1% |
| 3M | +0.8% | +24.2% | -23.4% | -2.1% |
| 6M | +1.4% | +33.2% | -31.8% | -2.5% |
| YTD | +4.3% | +4.1% | +0.2% | +3.3% |
| 1Y | +0.8% | +0.4% | +0.4% | +0.2% |
| 3Y | +57.9% | +62.9% | -5.0% | +43.1% |
| All | +47.1% | +12.2% | +34.9% | +33.4% |
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