+111.9%
INTC vs PWR
+1,844.4%
-1,732.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.2% |
| 7D | +6.0% | +11.3% | -5.3% | +0.7% |
| 30D | -39.2% | -8.9% | -30.3% | -36.4% |
| 3M | -42.9% | -10.5% | -32.4% | -40.0% |
| 6M | -50.4% | -22.2% | -28.2% | -44.1% |
| YTD | +61.7% | +42.7% | +18.9% | +38.8% |
| 1Y | +66.1% | +41.1% | +25.0% | +43.2% |
| 3Y | +58.1% | +242.7% | -184.6% | -8.9% |
| 5Y | +27.9% | +418.5% | -390.7% | -40.1% |
| All | +111.9% | +1,844.4% | -1,732.5% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 10y: compounded portfolio wealth divided by compounded PWR 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…
10y analysis · Full analysis span regression · 6 months rolling