+147.8%
PR vs INDA
+104.6%
+43.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.8% | -4.9% |
| 7D | -16.5% | +5.5% | -22.0% | -18.8% |
| 30D | -4.5% | +7.0% | -11.6% | -7.8% |
| 3M | +8.5% | -0.6% | +9.1% | +8.4% |
| 6M | -3.3% | +1.7% | -5.1% | -5.0% |
| YTD | +55.7% | -7.5% | +63.2% | +59.7% |
| 1Y | +82.0% | -7.9% | +89.9% | +87.0% |
| 3Y | +62.5% | +14.1% | +48.3% | +47.7% |
| 5Y | +223.9% | +7.4% | +216.5% | +204.5% |
| 10Y | +64.2% | +98.7% | -34.5% | +45.8% |
| All | +147.8% | +104.6% | +43.2% | +120.8% |
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