+100.5%
PSA vs IDXX
+360.5%
-260.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -1.8% | -5.7% | +3.9% | -0.5% |
| 30D | -8.4% | -11.5% | +3.2% | -5.7% |
| 3M | -7.8% | -9.5% | +1.7% | -5.8% |
| 6M | +0.8% | -16.0% | +16.8% | +4.6% |
| YTD | +16.5% | -25.4% | +41.9% | +24.1% |
| 1Y | +4.7% | -21.8% | +26.5% | +9.8% |
| 3Y | +21.1% | +7.0% | +14.0% | +14.6% |
| 5Y | +14.2% | -26.0% | +40.1% | +14.4% |
| All | +100.5% | +360.5% | -260.0% | +33.0% |
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