+17.7%
INTC vs PR
+225.0%
-207.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.9% | +5.8% | +7.3% |
| 7D | -14.4% | -16.4% | +2.0% | -10.8% |
| 30D | -50.2% | -1.9% | -48.4% | -50.1% |
| 3M | -43.6% | +8.0% | -51.6% | -44.9% |
| 6M | -50.2% | +4.1% | -54.3% | -51.2% |
| YTD | +52.5% | +58.7% | -6.2% | +33.4% |
| 1Y | +51.1% | +75.8% | -24.7% | +28.5% |
| 3Y | +50.3% | +73.2% | -22.9% | +25.9% |
| All | +17.7% | +225.0% | -207.3% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling