+31.5%
PEG vs INDA
+6.8%
+24.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | -0.9% | -3.6% | +2.7% | 0.0% |
| 30D | -2.8% | -4.0% | +1.2% | -1.8% |
| 3M | -6.9% | +1.7% | -8.6% | -7.5% |
| 6M | -11.4% | -3.6% | -7.8% | -10.6% |
| YTD | -7.4% | -11.0% | +3.6% | -4.4% |
| 1Y | -8.3% | -9.5% | +1.2% | -5.9% |
| All | +31.5% | +6.8% | +24.7% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling