+151.6%
PBR vs INDA
+109.8%
+41.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.3% | +1.3% |
| 7D | +0.3% | -2.6% | +2.9% | +2.7% |
| 30D | +17.5% | -2.9% | +20.5% | +20.6% |
| 3M | +20.9% | +2.4% | +18.5% | +17.5% |
| 6M | +20.2% | -2.6% | +22.9% | +20.6% |
| YTD | +84.3% | -10.0% | +94.2% | +97.5% |
| 1Y | +77.1% | -7.7% | +84.8% | +85.0% |
| 3Y | +100.8% | +8.9% | +91.9% | +74.5% |
| 5Y | +556.1% | +6.0% | +550.1% | +474.5% |
| 10Y | +676.1% | +84.4% | +591.7% | +298.1% |
| All | +151.6% | +109.8% | +41.8% | +19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling