+15,172.7%
INTC vs PH
+25,185.5%
-10,012.8%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.2% | +4.7% | +4.6% |
| 7D | +7.1% | -3.1% | +10.1% | +8.6% |
| 30D | -5.2% | -3.2% | -2.0% | -4.0% |
| 3M | -14.3% | +10.6% | -24.9% | -18.3% |
| 6M | +110.2% | -2.1% | +112.3% | +112.4% |
| YTD | +159.6% | +10.2% | +149.4% | +148.8% |
| 1Y | +289.3% | +28.2% | +261.0% | +247.2% |
| 3Y | +166.1% | +134.9% | +31.2% | +79.5% |
| 5Y | +94.4% | +253.6% | -159.3% | +7.9% |
| 10Y | +227.7% | +804.7% | -577.0% | +13.3% |
| All | +15,172.7% | +25,185.5% | -10,012.8% | +1,073.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling