+122.2%
INDA vs PFG
+578.1%
-455.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.5% |
| 7D | +3.1% | +0.1% | +2.9% | +3.0% |
| 30D | +9.1% | +5.0% | +4.2% | +7.1% |
| 3M | +3.2% | +0.1% | +3.2% | +2.8% |
| 6M | +8.5% | +13.8% | -5.3% | +2.9% |
| YTD | -4.6% | +31.2% | -35.9% | -14.3% |
| 1Y | -5.5% | +37.1% | -42.6% | -16.5% |
| 3Y | +16.7% | +80.6% | -63.9% | -9.2% |
| 5Y | +9.0% | +93.7% | -84.7% | -20.0% |
| 10Y | +116.6% | +185.5% | -68.9% | +20.9% |
| All | +122.2% | +578.1% | -455.9% | -23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling