+75.3%
INDA vs PENG
+520.3%
-445.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -23.0% | +23.0% | +2.2% |
| 7D | +5.5% | -36.7% | +42.2% | +9.6% |
| 30D | +7.0% | -42.0% | +49.1% | +11.6% |
| 3M | -0.6% | -33.2% | +32.6% | +1.8% |
| 6M | +1.7% | +2.1% | -0.4% | -2.9% |
| YTD | -7.5% | +90.3% | -97.7% | -18.3% |
| 1Y | -7.9% | +67.7% | -75.5% | -17.7% |
| 3Y | +14.1% | +154.2% | -140.1% | -6.9% |
| 5Y | +7.4% | +28.3% | -20.9% | -8.9% |
| All | +75.3% | +520.3% | -445.0% | +22.3% |
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