+99.6%
PR vs INDA
+82.6%
+17.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +2.9% | +0.7% | +2.2% | +2.5% |
| 30D | +18.0% | -0.8% | +18.8% | +18.4% |
| 3M | +16.9% | +3.9% | +12.9% | +14.2% |
| 6M | +28.2% | -0.7% | +28.9% | +27.3% |
| YTD | +69.3% | -7.7% | +77.0% | +74.6% |
| 1Y | +69.5% | -5.1% | +74.6% | +71.9% |
| 3Y | +81.7% | +13.6% | +68.1% | +65.5% |
| 5Y | +422.2% | +7.8% | +414.4% | +391.2% |
| All | +99.6% | +82.6% | +17.0% | +74.5% |
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