-56.5%
PCG vs INDA
+115.1%
-171.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.5% | +2.4% |
| 7D | -13.9% | +0.7% | -14.6% | -14.2% |
| 30D | -16.9% | -0.8% | -16.1% | -16.6% |
| 3M | -14.7% | +3.9% | -18.7% | -16.3% |
| 6M | -23.8% | -0.7% | -23.1% | -23.9% |
| YTD | -10.5% | -7.7% | -2.8% | -7.8% |
| 1Y | -5.1% | -5.1% | 0.0% | -3.5% |
| 3Y | -11.6% | +13.6% | -25.2% | -17.8% |
| 5Y | +59.0% | +7.8% | +51.2% | +51.0% |
| 10Y | -75.7% | +84.6% | -160.4% | -81.8% |
| All | -56.5% | +115.1% | -171.6% | -68.3% |
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