+97.5%
PR vs IDXX
+360.5%
-263.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +1.8% | -5.7% | +7.5% | +2.8% |
| 30D | +10.9% | -11.5% | +22.4% | +13.1% |
| 3M | +24.5% | -9.5% | +34.1% | +26.2% |
| 6M | +25.0% | -16.0% | +40.9% | +27.9% |
| YTD | +72.4% | -25.4% | +97.8% | +80.2% |
| 1Y | +77.2% | -21.8% | +99.0% | +82.7% |
| 3Y | +90.5% | +7.0% | +83.5% | +79.1% |
| 5Y | +423.5% | -26.0% | +449.5% | +402.0% |
| All | +97.5% | +360.5% | -263.0% | +62.8% |
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 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