+200.0%
PPG vs INDA
+107.4%
+92.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.3% |
| 7D | -5.1% | -3.6% | -1.5% | -3.2% |
| 30D | -9.6% | -4.0% | -5.6% | -7.6% |
| 3M | -6.4% | +1.7% | -8.1% | -7.1% |
| 6M | +0.5% | -3.6% | +4.2% | +2.9% |
| YTD | +4.4% | -11.0% | +15.4% | +11.4% |
| 1Y | -0.9% | -9.5% | +8.6% | +4.6% |
| 3Y | -17.0% | +7.6% | -24.6% | -20.3% |
| 5Y | -23.7% | +4.8% | -28.4% | -25.5% |
| 10Y | +25.9% | +82.3% | -56.4% | -8.9% |
| All | +200.0% | +107.4% | +92.7% | +99.7% |
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