+51.2%
INTC vs PM
+32.2%
+19.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -1.7% |
| 7D | -4.0% | -6.6% | +2.6% | -8.3% |
| 30D | -44.5% | -3.4% | -41.0% | -45.3% |
| 3M | -40.4% | +5.3% | -45.7% | -37.1% |
| 6M | -53.5% | +15.5% | -69.0% | -48.2% |
| YTD | +57.5% | +24.3% | +33.3% | +81.1% |
| 1Y | +51.2% | +29.7% | +21.5% | +76.8% |
| All | +51.2% | +32.2% | +19.0% | +76.8% |
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