+235.3%
INTU vs PBF
+299.9%
-64.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.4% | -4.3% | -1.3% |
| 7D | -3.9% | -7.4% | +3.4% | -3.3% |
| 30D | +11.7% | -17.5% | +29.2% | +13.6% |
| 3M | +4.5% | +13.1% | -8.6% | +2.6% |
| 6M | -13.9% | +72.6% | -86.5% | -19.3% |
| YTD | -48.2% | +161.2% | -209.4% | -54.0% |
| 1Y | -47.1% | +93.3% | -140.5% | -51.6% |
| 3Y | -32.5% | +80.7% | -113.2% | -39.6% |
| 5Y | -42.6% | +396.1% | -438.7% | -55.8% |
| 10Y | +235.3% | +252.3% | -17.0% | +145.2% |
| All | +235.3% | +299.9% | -64.6% | +145.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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