+138.3%
INTC vs P
+504.9%
-366.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.3% | -0.8% | +3.5% |
| 7D | -1.0% | -9.6% | +8.6% | +2.2% |
| 30D | -43.3% | -33.4% | -9.9% | -35.3% |
| 3M | -41.6% | +14.2% | -55.8% | -43.7% |
| 6M | -52.5% | +31.6% | -84.0% | -56.2% |
| YTD | +60.9% | +53.5% | +7.4% | +41.7% |
| 1Y | +55.7% | +14.2% | +41.5% | +45.9% |
| 3Y | +59.2% | +190.5% | -131.3% | +9.1% |
| 5Y | +25.0% | +256.3% | -231.3% | -21.1% |
| 10Y | +109.3% | +707.9% | -598.6% | +6.5% |
| All | +138.3% | +504.9% | -366.6% | +20.7% |
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 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