+369.4%
PM vs INDA
+115.1%
+254.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -1.9% | -1.9% |
| 7D | -4.9% | +0.7% | -5.6% | -5.1% |
| 30D | -3.4% | -0.8% | -2.6% | -3.1% |
| 3M | +5.2% | +3.9% | +1.2% | +3.7% |
| 6M | +3.7% | -0.7% | +4.4% | +3.6% |
| YTD | +15.8% | -7.7% | +23.4% | +18.5% |
| 1Y | +17.4% | -5.1% | +22.5% | +18.9% |
| 3Y | +116.9% | +13.6% | +103.3% | +104.7% |
| 5Y | +117.3% | +7.8% | +109.5% | +107.7% |
| 10Y | +193.8% | +84.6% | +109.1% | +125.2% |
| All | +369.4% | +115.1% | +254.3% | +236.1% |
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