+83.0%
PL vs INDA
+32.9%
+50.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.2% |
| 7D | -9.3% | +0.7% | -10.0% | -10.1% |
| 30D | -18.9% | -0.8% | -18.1% | -18.1% |
| 3M | -58.4% | +3.9% | -62.3% | -60.2% |
| 6M | -30.3% | -0.7% | -29.6% | -29.6% |
| YTD | -8.1% | -7.7% | -0.5% | +0.8% |
| 1Y | +180.5% | -5.1% | +185.6% | +196.9% |
| 3Y | +444.1% | +13.6% | +430.5% | +372.5% |
| 5Y | +83.0% | +7.8% | +75.2% | +60.9% |
| All | +83.0% | +32.9% | +50.1% | +61.4% |
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 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