+80.6%
INDA vs PFGC
+294.6%
-214.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.2% | -0.9% |
| 7D | -3.6% | -4.8% | +1.2% | -2.9% |
| 30D | -4.0% | -17.2% | +13.3% | -1.1% |
| 3M | +1.7% | -6.3% | +8.1% | +2.6% |
| 6M | -3.6% | +8.8% | -12.5% | -5.1% |
| YTD | -11.0% | +4.9% | -15.9% | -12.1% |
| 1Y | -9.5% | -9.5% | 0.0% | -8.6% |
| 3Y | +7.6% | +59.6% | -52.0% | -1.5% |
| 5Y | +4.8% | +113.5% | -108.7% | -9.8% |
| All | +80.6% | +294.6% | -214.0% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling