+66.1%
INTC vs PM
+32.3%
+33.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -1.7% |
| 7D | +6.0% | +0.5% | +5.5% | +6.5% |
| 30D | -39.2% | -3.2% | -36.0% | -40.2% |
| 3M | -42.9% | +6.2% | -49.2% | -39.4% |
| 6M | -50.4% | +7.7% | -58.1% | -45.8% |
| YTD | +61.7% | +27.3% | +34.4% | +89.6% |
| 1Y | +66.1% | +32.8% | +33.4% | +97.2% |
| All | +66.1% | +32.3% | +33.8% | +97.2% |
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