-22.2%
PFE vs INDA
+7.2%
-29.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.8% |
| 7D | -2.7% | -1.0% | -1.7% | -2.3% |
| 30D | +3.8% | -2.5% | +6.4% | +4.7% |
| 3M | +10.4% | +4.0% | +6.4% | +8.9% |
| 6M | +6.3% | -1.8% | +8.1% | +6.7% |
| YTD | +17.4% | -9.2% | +26.5% | +21.0% |
| 1Y | +21.1% | -7.2% | +28.3% | +23.9% |
| 3Y | -1.6% | +9.8% | -11.4% | -5.8% |
| 5Y | -22.2% | +7.5% | -29.7% | -27.6% |
| All | -22.2% | +7.2% | -29.3% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling