+115.1%
INDA vs PEGA
+441.7%
-326.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | +0.1% |
| 7D | +0.7% | +3.3% | -2.6% | +0.2% |
| 30D | -0.8% | +17.7% | -18.5% | -3.4% |
| 3M | +3.9% | +5.8% | -1.9% | +2.4% |
| 6M | -0.7% | -20.3% | +19.5% | +1.8% |
| YTD | -7.7% | -37.1% | +29.5% | -2.3% |
| 1Y | -5.1% | -30.2% | +25.1% | -1.7% |
| 3Y | +13.6% | +48.1% | -34.5% | -1.7% |
| 5Y | +7.8% | -46.8% | +54.6% | +11.1% |
| 10Y | +84.6% | +191.3% | -106.7% | +37.2% |
| All | +115.1% | +441.7% | -326.5% | +48.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling