+121.6%
INDA vs PEGA
+351.7%
-230.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +4.9% | +1.6% |
| 7D | +6.1% | -10.0% | +16.1% | +7.8% |
| 30D | +11.7% | -12.7% | +24.4% | +13.8% |
| 3M | +2.1% | -4.6% | +6.7% | +2.4% |
| 6M | +3.2% | -13.1% | +16.2% | +4.3% |
| YTD | -4.9% | -47.6% | +42.7% | +3.2% |
| 1Y | -4.4% | -47.0% | +42.7% | +3.5% |
| 3Y | +17.6% | +42.0% | -24.4% | +1.7% |
| 5Y | +9.9% | -47.8% | +57.7% | +11.9% |
| 10Y | +102.7% | +92.0% | +10.7% | +60.0% |
| All | +121.6% | +351.7% | -230.1% | +57.2% |
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