+245.3%
PG vs INDA
+107.4%
+138.0%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.5% |
| 7D | -2.7% | -3.6% | +0.9% | -1.7% |
| 30D | -1.5% | -4.0% | +2.4% | -0.5% |
| 3M | -3.4% | +1.7% | -5.1% | -3.8% |
| 6M | -7.0% | -3.6% | -3.3% | -6.2% |
| YTD | +2.0% | -11.0% | +13.0% | +4.9% |
| 1Y | -6.5% | -9.5% | +3.0% | -4.2% |
| 3Y | +1.2% | +7.6% | -6.5% | -1.7% |
| 5Y | +12.8% | +4.8% | +8.0% | +9.9% |
| 10Y | +117.7% | +82.3% | +35.4% | +77.0% |
| All | +245.3% | +107.4% | +138.0% | +164.9% |
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