-75.2%
PCG vs INDA
+80.4%
-155.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.6% | +5.3% | +4.6% |
| 7D | +5.4% | -1.0% | +6.4% | +5.9% |
| 30D | -15.1% | -2.5% | -12.6% | -14.0% |
| 3M | -9.8% | +4.0% | -13.8% | -12.1% |
| 6M | -18.0% | -1.8% | -16.2% | -17.7% |
| YTD | -7.2% | -9.2% | +1.9% | -2.7% |
| 1Y | +2.9% | -7.2% | +10.0% | +6.4% |
| 3Y | -11.1% | +9.8% | -20.9% | -18.1% |
| 5Y | +61.8% | +7.5% | +54.3% | +50.1% |
| 10Y | -75.2% | +80.8% | -155.9% | -83.0% |
| All | -75.2% | +80.4% | -155.6% | -83.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling