+334.7%
INTC vs PM
+18.7%
+316.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +2.1% |
| 7D | +18.0% | -1.2% | +19.2% | +17.0% |
| 30D | +8.9% | -0.2% | +9.1% | +9.1% |
| 3M | -1.6% | +4.9% | -6.5% | +3.0% |
| 6M | +133.1% | +9.0% | +124.0% | +150.4% |
| YTD | +187.9% | +17.8% | +170.1% | +228.8% |
| 1Y | +334.7% | +16.8% | +317.9% | +384.0% |
| All | +334.7% | +18.7% | +316.0% | +384.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling