+649.3%
INTC vs PM
+752.6%
-103.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.0% | +6.5% | +5.2% |
| 7D | +7.1% | -4.9% | +12.0% | +9.1% |
| 30D | -5.2% | -3.4% | -1.8% | -4.2% |
| 3M | -14.3% | +5.2% | -19.5% | -17.5% |
| 6M | +110.2% | +3.7% | +106.5% | +100.8% |
| YTD | +159.6% | +15.8% | +143.9% | +135.4% |
| 1Y | +289.3% | +17.4% | +271.9% | +247.0% |
| 3Y | +166.1% | +116.9% | +49.1% | +68.6% |
| 5Y | +94.4% | +117.3% | -22.9% | +20.9% |
| 10Y | +227.7% | +193.8% | +33.9% | +64.8% |
| All | +649.3% | +752.6% | -103.3% | +84.6% |
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