+152.6%
PR vs INDA
+108.2%
+44.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.1% |
| 7D | -16.4% | +6.6% | -23.1% | -19.1% |
| 30D | -1.9% | +10.4% | -12.3% | -6.7% |
| 3M | +8.0% | +1.5% | +6.4% | +6.8% |
| 6M | +4.1% | +1.7% | +2.4% | +2.5% |
| YTD | +58.7% | -5.8% | +64.5% | +61.4% |
| 1Y | +75.8% | -5.1% | +80.9% | +78.1% |
| 3Y | +73.2% | +16.0% | +57.2% | +56.2% |
| 5Y | +230.1% | +9.3% | +220.9% | +207.9% |
| 10Y | +67.4% | +102.1% | -34.8% | +47.4% |
| All | +152.6% | +108.2% | +44.4% | +123.2% |
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