+115.9%
INDA vs PEGA
+97.3%
+18.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.4% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | +9.4% | -4.1% | +13.5% | +10.0% |
| 3M | +2.9% | -2.8% | +5.8% | +3.0% |
| 6M | +7.2% | -0.4% | +7.7% | +6.2% |
| YTD | -4.8% | -45.4% | +40.6% | +3.1% |
| 1Y | -5.1% | -42.6% | +37.5% | +1.8% |
| 3Y | +16.7% | +45.4% | -28.7% | -1.7% |
| 5Y | +8.8% | -44.6% | +53.4% | +14.4% |
| All | +115.9% | +97.3% | +18.6% | +61.8% |
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