+7.5%
INDA vs PEGA
-47.9%
+55.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.5% | -1.3% |
| 7D | -1.0% | -2.4% | +1.4% | -0.8% |
| 30D | -2.5% | +9.6% | -12.2% | -3.3% |
| 3M | +4.0% | +2.3% | +1.7% | +3.5% |
| 6M | -1.8% | -23.9% | +22.1% | -0.1% |
| YTD | -9.2% | -39.8% | +30.6% | -6.2% |
| 1Y | -7.2% | -37.4% | +30.2% | -4.6% |
| 3Y | +9.8% | +53.1% | -43.3% | +1.4% |
| 5Y | +7.5% | -47.2% | +54.7% | +14.4% |
| All | +7.5% | -47.9% | +55.5% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling