+75.0%
INDA vs PENG
+762.7%
-687.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.4% | -6.5% | -0.7% |
| 7D | +0.7% | +4.5% | -3.8% | +0.2% |
| 30D | -0.8% | -7.1% | +6.3% | -0.3% |
| 3M | +3.9% | -27.3% | +31.2% | +5.4% |
| 6M | -0.7% | +169.6% | -170.3% | -13.8% |
| YTD | -7.7% | +164.6% | -172.3% | -20.0% |
| 1Y | -5.1% | +109.5% | -114.6% | -16.0% |
| 3Y | +13.6% | +98.9% | -85.3% | -4.1% |
| 5Y | +7.8% | +116.3% | -108.4% | -12.9% |
| All | +75.0% | +762.7% | -687.7% | +19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling