+169.5%
PR vs INDA
+104.2%
+65.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +2.9% | +0.7% | +2.2% | +2.6% |
| 30D | +18.0% | -0.8% | +18.8% | +18.4% |
| 3M | +16.9% | +3.9% | +12.9% | +14.3% |
| 6M | +28.2% | -0.7% | +28.9% | +27.3% |
| YTD | +69.3% | -7.7% | +77.0% | +74.4% |
| 1Y | +69.5% | -5.1% | +74.6% | +71.8% |
| 3Y | +81.7% | +13.6% | +68.1% | +66.0% |
| 5Y | +422.2% | +7.8% | +414.4% | +392.3% |
| 10Y | +110.4% | +84.6% | +25.7% | +86.7% |
| All | +169.5% | +104.2% | +65.3% | +141.2% |
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 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