+1,324.7%
PH vs INDA
+121.8%
+1,203.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +4.3% | +1.1% | +3.2% | +3.6% |
| 30D | +0.1% | +9.4% | -9.2% | -5.5% |
| 3M | -9.4% | +2.9% | -12.3% | -11.2% |
| 6M | +8.8% | +7.2% | +1.5% | +3.8% |
| YTD | +9.6% | -4.8% | +14.4% | +12.6% |
| 1Y | +14.4% | -5.1% | +19.5% | +17.7% |
| 3Y | +134.5% | +16.7% | +117.9% | +109.8% |
| 5Y | +204.4% | +8.8% | +195.7% | +185.3% |
| 10Y | +697.3% | +116.2% | +581.1% | +393.3% |
| All | +1,324.7% | +121.8% | +1,203.0% | +739.8% |
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 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