+78.7%
PR vs INDA
+112.6%
-33.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.0% | +2.9% |
| 7D | -0.5% | +3.1% | -3.6% | -2.0% |
| 30D | -4.6% | +11.3% | -15.9% | -9.8% |
| 3M | +4.7% | +3.0% | +1.7% | +2.8% |
| 6M | +12.4% | +6.5% | +5.9% | +8.0% |
| YTD | +62.9% | -4.6% | +67.4% | +64.7% |
| 1Y | +70.6% | -5.8% | +76.3% | +73.6% |
| 3Y | +90.0% | +16.8% | +73.2% | +70.0% |
| 5Y | +255.5% | +10.4% | +245.1% | +228.5% |
| 10Y | +78.7% | +116.8% | -38.1% | +52.0% |
| All | +78.7% | +112.6% | -33.8% | +52.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling