+243.2%
INTC vs PH
+804.8%
-561.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.6% | -4.0% | -4.7% |
| 7D | +9.4% | -3.1% | +12.6% | +11.3% |
| 30D | +2.7% | -11.8% | +14.5% | +9.7% |
| 3M | -6.3% | +6.9% | -13.2% | -9.6% |
| 6M | +114.5% | -1.3% | +115.7% | +115.7% |
| YTD | +171.9% | +7.0% | +164.9% | +162.5% |
| 1Y | +305.0% | +23.1% | +281.9% | +262.2% |
| 3Y | +168.3% | +135.4% | +33.0% | +70.9% |
| 5Y | +102.3% | +250.3% | -148.0% | +3.7% |
| All | +243.2% | +804.8% | -561.6% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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