+169.5%
PR vs IDXX
+572.4%
-402.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -1.8% |
| 7D | +2.9% | -3.5% | +6.4% | +3.5% |
| 30D | +18.0% | -8.4% | +26.5% | +19.7% |
| 3M | +16.9% | -5.2% | +22.1% | +17.5% |
| 6M | +28.2% | -17.5% | +45.7% | +31.7% |
| YTD | +69.3% | -20.9% | +90.2% | +75.0% |
| 1Y | +69.5% | -16.4% | +85.9% | +72.6% |
| 3Y | +81.7% | +4.7% | +77.0% | +72.4% |
| 5Y | +422.2% | -22.2% | +444.5% | +396.4% |
| 10Y | +110.4% | +369.3% | -258.9% | +77.6% |
| All | +169.5% | +572.4% | -402.9% | +132.5% |
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