+302.5%
PSX vs INDA
+8.7%
+293.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +7.8% | +1.1% | +6.7% | +7.5% |
| 30D | -10.9% | +9.4% | -20.3% | -13.2% |
| 3M | +14.5% | +2.9% | +11.5% | +13.5% |
| 6M | +56.1% | +7.2% | +48.9% | +52.3% |
| YTD | +109.6% | -4.8% | +114.4% | +114.7% |
| 1Y | +95.5% | -5.1% | +100.6% | +100.4% |
| 3Y | +156.2% | +16.7% | +139.5% | +132.4% |
| All | +302.5% | +8.7% | +293.8% | +292.6% |
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