-9.8%
INTC vs PATH
-80.1%
+70.3%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -3.7% | -6.6% | -9.8% |
| 7D | -43.2% | -5.6% | -37.7% | -42.7% |
| 30D | -53.6% | -0.7% | -52.9% | -53.5% |
| 3M | -48.3% | -5.9% | -42.4% | -48.3% |
| 6M | -51.7% | +21.6% | -73.3% | -54.2% |
| YTD | +41.6% | -20.6% | +62.2% | +43.0% |
| 1Y | +36.1% | -10.6% | +46.7% | +32.9% |
| 3Y | +39.3% | -24.9% | +64.2% | +32.3% |
| 5Y | +10.6% | -76.8% | +87.5% | +9.5% |
| All | -9.8% | -80.1% | +70.3% | -9.8% |
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