+108.3%
INTC vs PR
+147.8%
-39.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -4.9% | -5.5% | -10.0% |
| 7D | -43.2% | -16.5% | -26.7% | -42.5% |
| 30D | -53.6% | -4.5% | -49.0% | -53.4% |
| 3M | -48.3% | +8.5% | -56.8% | -48.7% |
| 6M | -51.7% | -3.3% | -48.4% | -51.7% |
| YTD | +41.6% | +55.7% | -14.1% | +36.2% |
| 1Y | +36.1% | +82.0% | -45.9% | +29.3% |
| 3Y | +39.3% | +62.5% | -23.2% | +32.9% |
| 5Y | +10.6% | +223.9% | -213.3% | +0.5% |
| 10Y | +90.4% | +64.2% | +26.2% | +91.5% |
| All | +108.3% | +147.8% | -39.5% | +110.5% |
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