+106.4%
INTC vs PR
+65.1%
+41.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.2% |
| 7D | -4.0% | -9.5% | +5.5% | -3.2% |
| 30D | -44.5% | -5.7% | -38.8% | -44.2% |
| 3M | -40.4% | +3.0% | -43.4% | -40.6% |
| 6M | -53.5% | +11.8% | -65.3% | -54.0% |
| YTD | +57.5% | +58.5% | -0.9% | +51.3% |
| 1Y | +51.2% | +69.9% | -18.7% | +44.3% |
| 3Y | +51.6% | +84.9% | -33.3% | +43.5% |
| 5Y | +23.5% | +246.4% | -223.0% | +11.7% |
| 10Y | +106.4% | +70.3% | +36.1% | +113.5% |
| All | +106.4% | +65.1% | +41.3% | +113.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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