+354.7%
INTC vs PM
+815.1%
-460.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.3% |
| 7D | -4.0% | -6.6% | +2.6% | -1.6% |
| 30D | -44.5% | -3.4% | -41.0% | -44.0% |
| 3M | -40.4% | +5.3% | -45.7% | -42.1% |
| 6M | -53.5% | +15.5% | -69.0% | -57.2% |
| YTD | +57.5% | +24.3% | +33.3% | +38.1% |
| 1Y | +51.2% | +29.7% | +21.5% | +29.6% |
| 3Y | +51.6% | +144.9% | -93.3% | -9.3% |
| 5Y | +23.5% | +159.0% | -135.5% | -29.5% |
| 10Y | +106.4% | +250.9% | -144.5% | -5.4% |
| All | +354.7% | +815.1% | -460.5% | +8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling