+37.4%
PPL vs IDXX
-25.5%
+62.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | 0.0% |
| 7D | -1.8% | -4.3% | +2.5% | -1.2% |
| 30D | -2.2% | -13.7% | +11.4% | -0.5% |
| 3M | -3.1% | -9.1% | +6.0% | -2.1% |
| 6M | -8.1% | -15.4% | +7.3% | -6.5% |
| YTD | 0.0% | -25.1% | +25.2% | +3.3% |
| 1Y | -1.3% | -20.6% | +19.3% | +0.9% |
| 3Y | +52.7% | +8.7% | +43.9% | +46.3% |
| 5Y | +37.4% | -25.7% | +63.1% | +29.5% |
| All | +37.4% | -25.5% | +62.9% | +29.5% |
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