+78.4%
INDA vs PENG
+597.2%
-518.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +12.4% | -10.6% | +0.6% |
| 7D | +6.6% | -19.4% | +26.1% | +8.3% |
| 30D | +10.4% | -42.4% | +52.8% | +15.3% |
| 3M | +1.5% | -25.6% | +27.2% | +2.8% |
| 6M | +1.7% | +7.3% | -5.6% | -3.3% |
| YTD | -5.8% | +113.9% | -119.7% | -17.9% |
| 1Y | -5.1% | +93.6% | -98.7% | -16.5% |
| 3Y | +16.0% | +170.2% | -154.2% | -5.8% |
| 5Y | +9.3% | +44.2% | -34.9% | -8.4% |
| All | +78.4% | +597.2% | -518.8% | +23.0% |
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