+104.3%
PBR vs INDA
+6.8%
+97.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.3% | +2.2% |
| 7D | +4.2% | -3.6% | +7.9% | +4.6% |
| 30D | +22.7% | -4.0% | +26.7% | +23.2% |
| 3M | +21.5% | +1.7% | +19.8% | +20.9% |
| 6M | +24.0% | -3.6% | +27.6% | +24.6% |
| YTD | +88.2% | -11.0% | +99.2% | +94.1% |
| 1Y | +74.8% | -9.5% | +84.3% | +78.9% |
| All | +104.3% | +6.8% | +97.5% | +88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 3y: compounded portfolio wealth divided by compounded INDA 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…
3y analysis · Full analysis span regression · 6 months rolling