+201.4%
INTC vs PBR
+1,873.9%
-1,672.5%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | +18.0% | +0.3% | +17.6% | +17.9% |
| 30D | +8.9% | +17.5% | -8.6% | +4.9% |
| 3M | -1.6% | +20.9% | -22.5% | -6.2% |
| 6M | +133.1% | +20.2% | +112.8% | +121.2% |
| YTD | +187.9% | +84.3% | +103.6% | +146.8% |
| 1Y | +334.7% | +77.1% | +257.6% | +275.1% |
| 3Y | +184.2% | +100.8% | +83.4% | +135.6% |
| 5Y | +116.0% | +556.1% | -440.1% | +28.5% |
| 10Y | +270.0% | +676.1% | -406.1% | +84.4% |
| All | +201.4% | +1,873.9% | -1,672.5% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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