+115.9%
INDA vs PFGC
+351.0%
-235.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.4% |
| 7D | +1.1% | +3.4% | -2.3% | +0.6% |
| 30D | +9.4% | +16.9% | -7.5% | +6.6% |
| 3M | +2.9% | +6.4% | -3.5% | +1.7% |
| 6M | +7.2% | +16.0% | -8.8% | +4.4% |
| YTD | -4.8% | +23.6% | -28.4% | -8.6% |
| 1Y | -5.1% | +16.6% | -21.7% | -8.0% |
| 3Y | +16.7% | +82.3% | -65.6% | +4.5% |
| 5Y | +8.8% | +138.7% | -129.9% | -8.1% |
| All | +115.9% | +351.0% | -235.1% | +75.2% |
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