-13.0%
PEP vs INDA
+12.0%
-25.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | -1.4% | +0.7% | -2.1% | -1.5% |
| 30D | +0.2% | -0.8% | +1.0% | +0.3% |
| 3M | -1.1% | +3.9% | -5.1% | -1.5% |
| 6M | -13.5% | -0.7% | -12.8% | -13.4% |
| YTD | -1.2% | -7.7% | +6.5% | -0.5% |
| 1Y | -1.6% | -5.1% | +3.5% | -1.2% |
| All | -13.0% | +12.0% | -25.0% | -18.1% |
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