+84.4%
INDA vs PEGA
+170.9%
-86.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.5% |
| 7D | -2.6% | -6.1% | +3.5% | -1.6% |
| 30D | -2.9% | +6.4% | -9.3% | -4.0% |
| 3M | +2.4% | +2.9% | -0.5% | +1.3% |
| 6M | -2.6% | -23.8% | +21.2% | +0.7% |
| YTD | -10.0% | -41.1% | +31.1% | -3.5% |
| 1Y | -7.7% | -38.2% | +30.6% | -2.3% |
| 3Y | +8.9% | +49.8% | -41.0% | -8.0% |
| 5Y | +6.0% | -48.0% | +54.0% | +15.0% |
| 10Y | +84.4% | +173.1% | -88.8% | +29.4% |
| All | +84.4% | +170.9% | -86.5% | +29.4% |
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