+106.4%
INTC vs PM
+242.6%
-136.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.2% |
| 7D | -4.0% | -6.6% | +2.6% | -2.5% |
| 30D | -44.5% | -3.4% | -41.0% | -44.1% |
| 3M | -40.4% | +5.3% | -45.7% | -41.5% |
| 6M | -53.5% | +15.5% | -69.0% | -56.1% |
| YTD | +57.5% | +24.3% | +33.3% | +43.3% |
| 1Y | +51.2% | +29.7% | +21.5% | +35.2% |
| 3Y | +51.6% | +144.9% | -93.3% | -1.2% |
| 5Y | +23.5% | +159.0% | -135.5% | -23.0% |
| 10Y | +106.4% | +250.9% | -144.5% | +5.9% |
| All | +106.4% | +242.6% | -136.2% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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