+267.6%
PM vs INDA
+116.0%
+151.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.3% | +1.2% |
| 7D | -7.1% | +3.1% | -10.2% | -8.1% |
| 30D | -2.8% | +11.3% | -14.1% | -6.7% |
| 3M | +6.3% | +3.0% | +3.3% | +5.0% |
| 6M | +9.6% | +6.5% | +3.1% | +6.7% |
| YTD | +25.6% | -4.6% | +30.1% | +27.2% |
| 1Y | +29.7% | -5.8% | +35.4% | +31.9% |
| 3Y | +147.6% | +16.8% | +130.8% | +128.1% |
| 5Y | +160.1% | +10.4% | +149.7% | +143.8% |
| All | +267.6% | +116.0% | +151.6% | +164.3% |
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