+107.5%
INDA vs PEGA
+92.7%
+14.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.4% |
| 7D | +6.2% | -8.2% | +14.4% | +7.6% |
| 30D | +12.4% | -11.6% | +23.9% | +14.4% |
| 3M | +3.2% | -4.2% | +7.3% | +3.4% |
| 6M | +3.8% | -12.0% | +15.7% | +4.8% |
| YTD | -4.3% | -46.9% | +42.6% | +4.0% |
| 1Y | -4.5% | -47.0% | +42.5% | +3.7% |
| 3Y | +17.1% | +40.9% | -23.8% | -0.6% |
| 5Y | +11.0% | -45.4% | +56.4% | +16.6% |
| 10Y | +107.5% | +95.9% | +11.6% | +73.6% |
| All | +107.5% | +92.7% | +14.8% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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