+107.4%
INDA vs PSLV
+41.8%
+65.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.3% | +4.2% | -0.4% |
| 7D | -3.6% | -4.9% | +1.2% | -3.0% |
| 30D | -4.0% | -1.9% | -2.1% | -3.8% |
| 3M | +1.7% | +4.2% | -2.5% | +0.8% |
| 6M | -3.6% | -27.6% | +23.9% | +0.1% |
| YTD | -11.0% | -11.7% | +0.7% | -12.4% |
| 1Y | -9.5% | +49.3% | -58.8% | -19.2% |
| 3Y | +7.6% | +167.1% | -159.5% | -14.6% |
| 5Y | +4.8% | +151.7% | -146.9% | -17.0% |
| 10Y | +82.3% | +187.0% | -104.7% | +34.4% |
| All | +107.4% | +41.8% | +65.6% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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