+26.8%
PL vs INDA
+35.6%
-8.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.7% | +8.6% | +8.3% |
| 7D | -6.8% | +6.6% | -13.5% | -14.0% |
| 30D | -29.3% | +10.4% | -39.7% | -37.6% |
| 3M | -44.8% | +1.5% | -46.3% | -45.9% |
| 6M | -68.4% | +1.7% | -70.1% | -69.0% |
| YTD | -36.4% | -5.8% | -30.5% | -32.0% |
| 1Y | +0.7% | -5.1% | +5.8% | +6.6% |
| 3Y | +455.3% | +16.0% | +439.3% | +369.4% |
| 5Y | +22.7% | +9.3% | +13.4% | +5.1% |
| All | +26.8% | +35.6% | -8.8% | +8.9% |
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 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