+93.9%
INTC vs PATH
-76.4%
+170.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -16.6% | +21.1% | +7.3% |
| 7D | +7.1% | -16.3% | +23.4% | +9.8% |
| 30D | -5.2% | +9.9% | -15.1% | -7.4% |
| 3M | -14.3% | +30.2% | -44.5% | -19.0% |
| 6M | +110.2% | +37.2% | +73.0% | +94.4% |
| YTD | +159.6% | -7.3% | +166.9% | +156.8% |
| 1Y | +289.3% | +40.0% | +249.3% | +243.3% |
| 3Y | +166.1% | -4.4% | +170.5% | +139.9% |
| All | +93.9% | -76.4% | +170.3% | +93.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling