+7.9%
INTC vs PATH
-79.9%
+87.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.4% | +5.1% | +7.1% |
| 7D | +7.3% | -2.7% | +10.0% | +7.8% |
| 30D | -38.3% | -1.4% | -37.0% | -38.2% |
| 3M | -36.0% | -16.4% | -19.6% | -34.8% |
| 6M | -51.7% | +23.3% | -75.0% | -54.3% |
| YTD | +69.4% | -19.8% | +89.2% | +70.9% |
| 1Y | +65.0% | -8.6% | +73.6% | +60.4% |
| 3Y | +63.0% | -24.0% | +87.0% | +54.6% |
| 5Y | +33.4% | -77.1% | +110.5% | +32.0% |
| All | +7.9% | -79.9% | +87.8% | +7.7% |
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