+17.0%
INDA vs PFG
+84.5%
-67.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.9% | 0.0% |
| 7D | +3.1% | -2.2% | +5.4% | +3.5% |
| 30D | +11.3% | +6.4% | +4.9% | +9.9% |
| 3M | +3.0% | +2.2% | +0.8% | +2.4% |
| 6M | +6.5% | +16.3% | -9.7% | +2.9% |
| YTD | -4.6% | +33.2% | -37.8% | -10.4% |
| 1Y | -5.8% | +40.6% | -46.4% | -12.4% |
| All | +17.0% | +84.5% | -67.5% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 3y: compounded portfolio wealth divided by compounded PFG 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…
3y analysis · Full analysis span regression · 6 months rolling