+11.7%
INDA vs PEGA
+54.5%
-42.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | 0.0% |
| 7D | +0.7% | +3.3% | -2.6% | +0.5% |
| 30D | -0.8% | +17.7% | -18.5% | -1.7% |
| 3M | +3.9% | +5.8% | -1.9% | +3.4% |
| 6M | -0.7% | -20.3% | +19.5% | +0.1% |
| YTD | -7.7% | -37.1% | +29.5% | -5.8% |
| 1Y | -5.1% | -30.2% | +25.1% | -3.9% |
| All | +11.7% | +54.5% | -42.8% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling