+268.2%
PR vs INDA
+9.0%
+259.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.1% |
| 7D | +6.7% | +3.1% | +3.6% | +5.1% |
| 30D | -6.1% | +9.1% | -15.3% | -10.4% |
| 3M | +6.9% | +3.2% | +3.6% | +5.0% |
| 6M | +14.6% | +8.5% | +6.1% | +8.8% |
| YTD | +66.1% | -4.6% | +70.8% | +71.3% |
| 1Y | +77.0% | -5.5% | +82.5% | +83.7% |
| 3Y | +93.8% | +16.7% | +77.1% | +60.6% |
| 5Y | +268.2% | +9.0% | +259.3% | +256.4% |
| All | +268.2% | +9.0% | +259.2% | +256.4% |
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