+90.1%
PEP vs INDA
+112.6%
-22.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +1.1% | +3.1% | -2.1% | 0.0% |
| 30D | +13.6% | +11.3% | +2.3% | +9.6% |
| 3M | +5.1% | +3.0% | +2.1% | +4.0% |
| 6M | -1.6% | +6.5% | -8.2% | -3.9% |
| YTD | +3.3% | -4.6% | +7.9% | +4.6% |
| 1Y | +3.2% | -5.8% | +9.0% | +5.0% |
| 3Y | -3.9% | +16.8% | -20.7% | -10.6% |
| 5Y | +4.0% | +10.4% | -6.3% | -1.8% |
| 10Y | +90.1% | +116.8% | -26.7% | +41.2% |
| All | +90.1% | +112.6% | -22.4% | +41.2% |
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