-23.1%
PPG vs INDA
+5.7%
-28.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.5% | -0.4% |
| 7D | -6.2% | -2.7% | -3.6% | -4.1% |
| 30D | -7.9% | -2.8% | -5.2% | -5.8% |
| 3M | -10.2% | +1.6% | -11.9% | -11.2% |
| 6M | +2.7% | -1.4% | +4.1% | +4.2% |
| YTD | +4.9% | -10.1% | +15.0% | +14.3% |
| 1Y | -3.2% | -8.8% | +5.6% | +3.8% |
| 3Y | -17.0% | +7.6% | -24.6% | -25.0% |
| All | -23.1% | +5.7% | -28.7% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling