+165.3%
INTC vs PCOR
-14.4%
+179.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.3% | +8.8% | +5.4% |
| 7D | +7.1% | -9.0% | +16.0% | +9.1% |
| 30D | -5.2% | +4.2% | -9.4% | -6.3% |
| 3M | -14.3% | +14.4% | -28.7% | -16.9% |
| 6M | +110.2% | +0.2% | +110.0% | +106.5% |
| YTD | +159.6% | -20.3% | +179.9% | +175.0% |
| 1Y | +289.3% | -16.1% | +305.4% | +299.1% |
| All | +165.3% | -14.4% | +179.7% | +155.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 3y: compounded portfolio wealth divided by compounded PCOR 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…
3y analysis · Full analysis span regression · 6 months rolling