+403.9%
PM vs INDA
+122.9%
+280.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | -6.6% | +6.2% | -12.8% | -8.5% |
| 30D | -3.4% | +12.4% | -15.8% | -7.1% |
| 3M | +5.3% | +3.2% | +2.2% | +4.1% |
| 6M | +15.5% | +3.8% | +11.8% | +13.7% |
| YTD | +24.3% | -4.3% | +28.6% | +25.5% |
| 1Y | +29.7% | -4.5% | +34.2% | +31.0% |
| 3Y | +144.9% | +17.1% | +127.8% | +128.6% |
| 5Y | +159.0% | +11.0% | +148.0% | +144.9% |
| 10Y | +250.9% | +107.5% | +143.4% | +160.2% |
| All | +403.9% | +122.9% | +280.9% | +256.0% |
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