+281.9%
INTC vs PR
+169.5%
+112.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.6% | +6.1% | +4.6% |
| 7D | +7.1% | +2.9% | +4.2% | +6.8% |
| 30D | -5.2% | +18.0% | -23.2% | -6.4% |
| 3M | -14.3% | +16.9% | -31.2% | -15.4% |
| 6M | +110.2% | +28.2% | +82.0% | +105.5% |
| YTD | +159.6% | +69.3% | +90.3% | +148.4% |
| 1Y | +289.3% | +69.5% | +219.8% | +272.1% |
| 3Y | +166.1% | +81.7% | +84.4% | +152.0% |
| 5Y | +94.4% | +422.2% | -327.9% | +72.8% |
| 10Y | +227.7% | +110.4% | +117.3% | +230.9% |
| All | +281.9% | +169.5% | +112.5% | +284.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling