+5.3%
PPG vs INDA
-5.0%
+10.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -1.5% | +0.7% | -2.2% | -2.1% |
| 30D | -5.0% | -0.8% | -4.2% | -4.3% |
| 3M | +1.1% | +3.9% | -2.8% | -2.0% |
| 6M | -3.2% | -0.7% | -2.5% | -5.3% |
| YTD | +11.9% | -7.7% | +19.5% | +9.5% |
| 1Y | +5.3% | -5.1% | +10.4% | +2.3% |
| All | +5.3% | -5.0% | +10.3% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling