+284.6%
INTC vs P
+485.4%
-200.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.4% | +3.1% | +4.1% |
| 7D | +7.1% | +6.5% | +0.5% | +5.1% |
| 30D | -5.2% | +18.8% | -24.0% | -10.7% |
| 3M | -14.3% | +26.7% | -41.0% | -20.2% |
| 6M | +110.2% | +62.2% | +48.0% | +81.6% |
| YTD | +159.6% | +48.5% | +111.1% | +128.3% |
| 1Y | +289.3% | +26.4% | +262.9% | +250.8% |
| 3Y | +166.1% | +159.4% | +6.6% | +85.9% |
| 5Y | +94.4% | +275.8% | -181.4% | +19.8% |
| 10Y | +227.7% | +732.0% | -504.3% | +65.7% |
| All | +284.6% | +485.4% | -200.8% | +94.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling