+64.8%
PR vs INDA
+104.1%
-39.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.6% |
| 7D | -12.4% | +6.1% | -18.5% | -15.0% |
| 30D | -6.6% | +11.7% | -18.2% | -11.8% |
| 3M | +7.5% | +2.1% | +5.4% | +6.0% |
| 6M | +10.8% | +3.2% | +7.6% | +8.2% |
| YTD | +57.0% | -4.9% | +61.9% | +59.0% |
| 1Y | +67.9% | -4.4% | +72.3% | +69.5% |
| 3Y | +87.6% | +17.6% | +70.0% | +67.1% |
| 5Y | +220.4% | +9.9% | +210.5% | +196.7% |
| 10Y | +64.8% | +102.7% | -37.9% | +39.2% |
| All | +64.8% | +104.1% | -39.2% | +39.2% |
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