+111.9%
INTC vs PR
+86.0%
+25.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -2.6% |
| 7D | +6.0% | +6.0% | 0.0% | +5.5% |
| 30D | -39.2% | -4.2% | -35.0% | -39.0% |
| 3M | -42.9% | +10.0% | -52.9% | -43.4% |
| 6M | -50.4% | +15.6% | -66.0% | -51.1% |
| YTD | +61.7% | +68.2% | -6.5% | +54.5% |
| 1Y | +66.1% | +79.2% | -13.1% | +58.0% |
| 3Y | +58.1% | +94.9% | -36.8% | +49.1% |
| 5Y | +27.9% | +272.8% | -244.9% | +15.1% |
| All | +111.9% | +86.0% | +25.9% | +119.3% |
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