+111.7%
INTC vs PH
+252.1%
-140.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -0.7% | +9.7% | +9.5% |
| 7D | +17.4% | +0.4% | +17.0% | +17.1% |
| 30D | +2.8% | -10.8% | +13.6% | +10.3% |
| 3M | -5.3% | +8.5% | -13.7% | -10.2% |
| 6M | +140.6% | +3.9% | +136.7% | +134.1% |
| YTD | +183.1% | +9.4% | +173.7% | +167.4% |
| 1Y | +326.8% | +26.8% | +300.0% | +267.2% |
| 3Y | +179.4% | +140.8% | +38.6% | +63.9% |
| 5Y | +111.7% | +253.8% | -142.1% | -5.0% |
| All | +111.7% | +252.1% | -140.3% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling