+542.7%
PBR vs INDA
+5.7%
+537.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.1% |
| 7D | +5.4% | -2.7% | +8.1% | +6.3% |
| 30D | +22.9% | -2.8% | +25.6% | +23.9% |
| 3M | +19.6% | +1.6% | +18.0% | +18.6% |
| 6M | +16.5% | -1.4% | +17.9% | +16.3% |
| YTD | +86.7% | -10.1% | +96.8% | +94.2% |
| 1Y | +74.7% | -8.8% | +83.5% | +80.2% |
| 3Y | +102.6% | +7.6% | +95.0% | +87.4% |
| All | +542.7% | +5.7% | +537.0% | +506.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling