+111.7%
INTC vs PM
+122.3%
-10.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +1.2% | +7.8% | +9.1% |
| 7D | +17.4% | -1.3% | +18.7% | +17.3% |
| 30D | +2.8% | -2.6% | +5.3% | +2.7% |
| 3M | -5.3% | +5.8% | -11.1% | -5.5% |
| 6M | +140.6% | +10.6% | +130.0% | +138.5% |
| YTD | +183.1% | +17.2% | +166.0% | +178.0% |
| 1Y | +326.8% | +17.6% | +309.1% | +317.7% |
| 3Y | +179.4% | +124.3% | +55.2% | +118.2% |
| 5Y | +111.7% | +125.1% | -13.3% | +61.0% |
| All | +111.7% | +122.3% | -10.6% | +61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling