+10.4%
INDA vs PENG
+68.7%
-58.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.3% | -10.6% | -0.8% |
| 7D | +3.1% | +1.9% | +1.3% | +2.7% |
| 30D | +11.3% | -37.8% | +49.1% | +13.9% |
| 3M | +3.0% | -14.1% | +17.1% | +2.9% |
| 6M | +6.5% | +13.1% | -6.6% | +2.6% |
| YTD | -4.6% | +151.8% | -156.3% | -14.3% |
| 1Y | -5.8% | +136.0% | -141.7% | -15.1% |
| 3Y | +16.8% | +217.9% | -201.1% | -0.6% |
| 5Y | +10.4% | +64.1% | -53.7% | -4.8% |
| All | +10.4% | +68.7% | -58.3% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling