+111.9%
INTC vs PCG
-76.0%
+187.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.7% | -2.7% |
| 7D | +6.0% | +2.2% | +3.8% | +5.8% |
| 30D | -39.2% | +0.8% | -40.0% | -39.2% |
| 3M | -42.9% | -23.8% | -19.1% | -41.7% |
| 6M | -50.4% | -19.6% | -30.8% | -49.6% |
| YTD | +61.7% | -16.7% | +78.4% | +63.3% |
| 1Y | +66.1% | -19.4% | +85.5% | +68.3% |
| 3Y | +58.1% | -18.3% | +76.5% | +59.8% |
| 5Y | +27.9% | +10.4% | +17.4% | +25.6% |
| All | +111.9% | -76.0% | +187.9% | +108.9% |
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