+165.3%
INTC vs PR
+73.2%
+92.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.6% | +6.1% | +4.9% |
| 7D | +7.1% | +2.9% | +4.2% | +6.2% |
| 30D | -5.2% | +18.0% | -23.2% | -9.9% |
| 3M | -14.3% | +16.9% | -31.2% | -18.5% |
| 6M | +110.2% | +28.2% | +82.0% | +90.7% |
| YTD | +159.6% | +69.3% | +90.3% | +111.9% |
| 1Y | +289.3% | +69.5% | +219.8% | +216.1% |
| All | +165.3% | +73.2% | +92.2% | +103.7% |
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