+330.0%
INTU vs P
+449.6%
-119.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -16.4% | +15.9% | +3.0% |
| 7D | +7.1% | -31.9% | +39.0% | +15.4% |
| 30D | +23.0% | -36.5% | +59.5% | +33.6% |
| 3M | +8.7% | +11.6% | -2.9% | +2.2% |
| 6M | -10.1% | +25.2% | -35.3% | -19.7% |
| YTD | -45.7% | +39.4% | -85.1% | -53.4% |
| 1Y | -45.1% | -3.7% | -41.4% | -49.2% |
| 3Y | -26.9% | +167.3% | -194.2% | -53.4% |
| 5Y | -40.0% | +237.3% | -277.3% | -64.9% |
| 10Y | +265.4% | +698.6% | -433.2% | +73.5% |
| All | +330.0% | +449.6% | -119.6% | +97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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