+416.1%
PM vs INDA
+121.8%
+294.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | +0.5% | +1.1% | -0.6% | +0.2% |
| 30D | -3.2% | +9.4% | -12.6% | -6.1% |
| 3M | +6.2% | +2.9% | +3.3% | +5.1% |
| 6M | +7.7% | +7.2% | +0.4% | +4.9% |
| YTD | +27.3% | -4.8% | +32.1% | +28.8% |
| 1Y | +32.8% | -5.1% | +37.8% | +34.4% |
| 3Y | +150.0% | +16.7% | +133.4% | +133.6% |
| 5Y | +164.2% | +8.8% | +155.5% | +151.6% |
| 10Y | +265.7% | +116.2% | +149.5% | +168.5% |
| All | +416.1% | +121.8% | +294.3% | +265.2% |
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