-2.9%
INTC vs PATH
-80.2%
+77.3%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.1% | +7.8% | +7.7% |
| 7D | -14.4% | -5.3% | -9.1% | -13.6% |
| 30D | -50.2% | -0.5% | -49.7% | -50.2% |
| 3M | -43.6% | -7.1% | -36.5% | -43.5% |
| 6M | -50.2% | +23.8% | -74.0% | -52.9% |
| YTD | +52.5% | -20.7% | +73.2% | +54.1% |
| 1Y | +51.1% | -8.1% | +59.2% | +46.6% |
| 3Y | +50.3% | -21.8% | +72.1% | +41.5% |
| 5Y | +19.2% | -76.8% | +96.0% | +18.0% |
| All | -2.9% | -80.2% | +77.3% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 PATH 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