+0.6%
INTC vs PATH
-79.4%
+80.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.9% | -6.7% | -4.2% |
| 7D | -39.0% | -4.8% | -34.2% | -38.5% |
| 30D | -49.8% | +2.7% | -52.5% | -50.1% |
| 3M | -42.2% | -4.2% | -38.0% | -42.5% |
| 6M | -39.2% | +24.7% | -63.9% | -42.6% |
| YTD | +57.9% | -17.6% | +75.5% | +58.5% |
| 1Y | +57.4% | -5.3% | +62.7% | +52.0% |
| 3Y | +55.3% | -22.0% | +77.3% | +46.6% |
| 5Y | +24.9% | -76.5% | +101.4% | +23.0% |
| All | +0.6% | -79.4% | +80.0% | -0.1% |
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