+1,112.1%
PSX vs INDA
+132.3%
+979.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +4.5% | +0.7% | +3.8% | +4.1% |
| 30D | +26.6% | -0.8% | +27.4% | +27.1% |
| 3M | +39.3% | +3.9% | +35.3% | +35.8% |
| 6M | +56.8% | -0.7% | +57.5% | +55.6% |
| YTD | +101.8% | -7.7% | +109.5% | +108.4% |
| 1Y | +99.6% | -5.1% | +104.7% | +102.5% |
| 3Y | +140.3% | +13.6% | +126.7% | +117.1% |
| 5Y | +339.3% | +7.8% | +331.5% | +306.5% |
| 10Y | +369.9% | +84.6% | +285.2% | +210.7% |
| All | +1,112.1% | +132.3% | +979.8% | +548.7% |
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