+7.5%
INDA vs PFG
+110.7%
-103.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.3% |
| 7D | -1.0% | +6.0% | -7.0% | -2.5% |
| 30D | -2.5% | +2.2% | -4.8% | -3.2% |
| 3M | +4.0% | +10.4% | -6.4% | +1.2% |
| 6M | -1.8% | +27.8% | -29.6% | -7.9% |
| YTD | -9.2% | +33.6% | -42.8% | -15.9% |
| 1Y | -7.2% | +49.3% | -56.5% | -16.6% |
| 3Y | +9.8% | +69.7% | -59.9% | -6.2% |
| 5Y | +7.5% | +111.3% | -103.8% | -16.5% |
| All | +7.5% | +110.7% | -103.2% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling