+65.4%
INTC vs PATH
-76.8%
+142.2%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -16.6% | +21.1% | +7.2% |
| 7D | +7.1% | -16.3% | +23.4% | +9.7% |
| 30D | -5.2% | +9.9% | -15.1% | -7.2% |
| 3M | -14.3% | +30.2% | -44.5% | -18.8% |
| 6M | +110.2% | +37.2% | +73.0% | +95.2% |
| YTD | +159.6% | -7.3% | +166.9% | +156.8% |
| 1Y | +289.3% | +40.0% | +249.3% | +246.0% |
| 3Y | +166.1% | -4.4% | +170.5% | +142.0% |
| 5Y | +94.4% | -76.0% | +170.4% | +89.0% |
| All | +65.4% | -76.8% | +142.2% | +61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling