+270.0%
INTC vs PCG
-76.0%
+346.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.3% | +5.9% | +2.1% |
| 7D | +18.0% | +6.5% | +11.5% | +17.3% |
| 30D | +8.9% | -16.7% | +25.7% | +10.5% |
| 3M | -1.6% | -14.2% | +12.6% | -0.6% |
| 6M | +133.1% | -21.5% | +154.5% | +137.3% |
| YTD | +187.9% | -11.2% | +199.1% | +189.2% |
| 1Y | +334.7% | -4.2% | +338.9% | +332.7% |
| 3Y | +184.2% | -14.9% | +199.1% | +185.9% |
| 5Y | +116.0% | +54.2% | +61.8% | +106.6% |
| 10Y | +270.0% | -75.3% | +345.3% | +277.1% |
| All | +270.0% | -76.0% | +346.0% | +277.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 10y: compounded portfolio wealth divided by compounded PCG 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…
10y analysis · Full analysis span regression · 6 months rolling