+252.1%
INTC vs PNR
+66.2%
+186.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | +7.5% | -6.0% | +13.5% | +10.7% |
| 30D | +2.0% | -14.0% | +15.9% | +9.7% |
| 3M | -12.0% | -21.7% | +9.7% | -1.9% |
| 6M | +114.5% | -37.3% | +151.8% | +168.0% |
| YTD | +179.0% | -45.1% | +224.1% | +270.4% |
| 1Y | +318.3% | -49.1% | +367.4% | +479.4% |
| 3Y | +171.2% | -14.8% | +186.1% | +186.2% |
| 5Y | +107.6% | -21.0% | +128.6% | +119.8% |
| All | +252.1% | +66.2% | +186.0% | +161.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 10y: compounded portfolio wealth divided by compounded PNR 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…
10y analysis · Full analysis span regression · 6 months rolling