+10.6%
INTC vs PATH
-78.0%
+88.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -3.7% | -6.6% | -9.7% |
| 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% | -48.4% |
| 6M | -51.7% | +21.6% | -73.3% | -54.4% |
| YTD | +41.6% | -20.6% | +62.2% | +43.2% |
| 1Y | +36.1% | -10.6% | +46.7% | +32.6% |
| 3Y | +39.3% | -24.9% | +64.2% | +31.4% |
| 5Y | +10.6% | -76.8% | +87.5% | +12.6% |
| All | +10.6% | -78.0% | +88.7% | +12.6% |
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