+31.0%
PL vs INDA
+8.7%
+22.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.4% |
| 7D | +10.0% | +1.1% | +8.9% | +8.6% |
| 30D | -2.3% | +9.4% | -11.6% | -13.3% |
| 3M | -44.2% | +2.9% | -47.1% | -46.3% |
| 6M | -66.1% | +7.2% | -73.3% | -68.9% |
| YTD | -30.0% | -4.8% | -25.2% | -25.7% |
| 1Y | +21.0% | -5.1% | +26.1% | +29.2% |
| 3Y | +516.5% | +16.7% | +499.9% | +400.6% |
| All | +31.0% | +8.7% | +22.3% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling