+16,837.1%
INTC vs PNR
+3,485.2%
+13,351.9%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +2.4% |
| 7D | +18.0% | -3.9% | +21.9% | +19.6% |
| 30D | +8.9% | -13.8% | +22.7% | +14.8% |
| 3M | -1.6% | -22.5% | +21.0% | +7.1% |
| 6M | +133.1% | -37.2% | +170.2% | +173.4% |
| YTD | +187.9% | -44.2% | +232.1% | +251.0% |
| 1Y | +334.7% | -46.6% | +381.3% | +439.2% |
| 3Y | +184.2% | -12.5% | +196.7% | +194.5% |
| 5Y | +116.0% | -19.3% | +135.4% | +127.8% |
| 10Y | +270.0% | +67.5% | +202.5% | +194.0% |
| All | +16,837.1% | +3,485.2% | +13,351.9% | +6,002.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling