+1,855.5%
PPL vs IDXX
+55,389.1%
-53,533.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.2% |
| 7D | +1.8% | -4.6% | +6.3% | +2.2% |
| 30D | -1.1% | -11.3% | +10.3% | +0.1% |
| 3M | 0.0% | -7.3% | +7.3% | +0.7% |
| 6M | -7.6% | -14.5% | +6.9% | -6.4% |
| YTD | +1.7% | -23.1% | +24.8% | +4.1% |
| 1Y | +1.5% | -20.3% | +21.8% | +3.3% |
| 3Y | +55.3% | +11.7% | +43.6% | +51.0% |
| 5Y | +37.7% | -24.4% | +62.1% | +37.5% |
| 10Y | +54.0% | +355.5% | -301.5% | +29.0% |
| All | +1,855.5% | +55,389.1% | -53,533.6% | +1,179.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling