+81.3%
INDA vs PENG
+644.0%
-562.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.8% |
| 7D | +6.2% | -16.1% | +22.3% | +7.5% |
| 30D | +12.4% | -41.5% | +53.8% | +17.2% |
| 3M | +3.2% | -19.1% | +22.3% | +3.6% |
| 6M | +3.8% | +0.9% | +2.8% | -0.5% |
| YTD | -4.3% | +128.2% | -132.5% | -17.1% |
| 1Y | -4.5% | +98.6% | -103.1% | -16.1% |
| 3Y | +17.1% | +188.2% | -171.1% | -5.5% |
| 5Y | +11.0% | +55.5% | -44.5% | -7.7% |
| All | +81.3% | +644.0% | -562.7% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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