+695.9%
PH vs INDA
+115.4%
+580.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +4.3% | +1.1% | +3.2% | +3.5% |
| 30D | +0.1% | +9.4% | -9.2% | -6.5% |
| 3M | -9.4% | +2.9% | -12.3% | -11.5% |
| 6M | +8.8% | +7.2% | +1.5% | +2.8% |
| YTD | +9.6% | -4.8% | +14.4% | +13.1% |
| 1Y | +14.4% | -5.1% | +19.5% | +18.3% |
| 3Y | +134.5% | +16.7% | +117.9% | +104.1% |
| 5Y | +204.4% | +8.8% | +195.7% | +179.7% |
| All | +695.9% | +115.4% | +580.4% | +348.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling