+17.7%
INTC vs PM
+163.3%
-145.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.8% | +9.5% | +7.6% |
| 7D | -14.4% | -5.2% | -9.2% | -14.8% |
| 30D | -50.2% | +2.7% | -52.9% | -50.1% |
| 3M | -43.6% | +6.1% | -49.7% | -43.3% |
| 6M | -50.2% | +18.0% | -68.2% | -50.2% |
| YTD | +52.5% | +26.6% | +25.9% | +50.8% |
| 1Y | +51.1% | +36.7% | +14.5% | +47.6% |
| 3Y | +50.3% | +146.0% | -95.7% | +16.5% |
| All | +17.7% | +163.3% | -145.6% | -13.8% |
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 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