+160.3%
PFE vs INDA
+115.1%
+45.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +1.8% | +0.7% | +1.0% | +1.5% |
| 30D | +10.2% | -0.8% | +11.0% | +10.5% |
| 3M | +12.7% | +3.9% | +8.7% | +11.3% |
| 6M | +10.5% | -0.7% | +11.3% | +10.6% |
| YTD | +20.2% | -7.7% | +27.8% | +22.8% |
| 1Y | +24.1% | -5.1% | +29.2% | +25.7% |
| 3Y | -3.6% | +13.6% | -17.2% | -7.9% |
| 5Y | -20.9% | +7.8% | -28.7% | -23.7% |
| 10Y | +35.8% | +84.6% | -48.8% | +8.0% |
| All | +160.3% | +115.1% | +45.1% | +96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling