+167.4%
PFE vs INDA
+121.6%
+45.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.6% | -0.9% |
| 7D | -4.7% | +6.1% | -10.8% | -6.4% |
| 30D | +3.4% | +11.7% | -8.3% | -0.1% |
| 3M | +9.2% | +2.1% | +7.2% | +8.5% |
| 6M | +15.8% | +3.2% | +12.7% | +14.6% |
| YTD | +23.4% | -4.9% | +28.3% | +25.0% |
| 1Y | +25.8% | -4.4% | +30.2% | +27.2% |
| 3Y | +17.8% | +17.6% | +0.3% | +11.3% |
| 5Y | -20.2% | +9.9% | -30.0% | -23.5% |
| 10Y | +49.6% | +102.7% | -53.1% | +16.0% |
| All | +167.4% | +121.6% | +45.8% | +99.6% |
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 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