+106.4%
INTC vs P
+691.2%
-584.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.8% |
| 7D | -4.0% | -13.3% | +9.3% | +0.7% |
| 30D | -44.5% | -34.0% | -10.5% | -35.8% |
| 3M | -40.4% | +4.1% | -44.5% | -40.9% |
| 6M | -53.5% | +30.5% | -83.9% | -57.4% |
| YTD | +57.5% | +52.2% | +5.3% | +37.2% |
| 1Y | +51.2% | +10.3% | +40.9% | +42.0% |
| 3Y | +51.6% | +180.9% | -129.3% | -0.1% |
| 5Y | +23.5% | +259.7% | -236.2% | -27.1% |
| 10Y | +106.4% | +652.6% | -546.2% | -2.7% |
| All | +106.4% | +691.2% | -584.8% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling