+39.5%
INTC vs PR
+61.1%
-21.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -4.9% | -5.5% | -9.0% |
| 7D | -43.2% | -16.5% | -26.7% | -40.4% |
| 30D | -53.6% | -4.5% | -49.0% | -53.0% |
| 3M | -48.3% | +8.5% | -56.8% | -50.1% |
| 6M | -51.7% | -3.3% | -48.4% | -51.8% |
| YTD | +41.6% | +55.7% | -14.1% | +16.0% |
| 1Y | +36.1% | +82.0% | -45.9% | +4.0% |
| All | +39.5% | +61.1% | -21.6% | +3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling