+143.4%
PEG vs INDA
+84.7%
+58.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.5% |
| 7D | -0.9% | -2.7% | +1.8% | +0.1% |
| 30D | -3.7% | -2.8% | -1.0% | -2.8% |
| 3M | -7.3% | +1.6% | -8.9% | -7.9% |
| 6M | -10.5% | -1.4% | -9.1% | -10.3% |
| YTD | -7.5% | -10.1% | +2.6% | -4.2% |
| 1Y | -8.7% | -8.8% | 0.0% | -6.1% |
| 3Y | +31.4% | +7.6% | +23.7% | +26.3% |
| 5Y | +37.8% | +5.8% | +32.0% | +32.5% |
| All | +143.4% | +84.7% | +58.7% | +81.0% |
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