+210.2%
INTU vs PBF
+364.0%
-153.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.2% | -1.5% |
| 7D | -8.5% | +1.4% | -9.8% | -8.6% |
| 30D | -6.1% | +15.8% | -22.0% | -7.6% |
| 3M | +7.3% | +90.3% | -82.9% | -0.1% |
| 6M | -33.2% | +102.8% | -136.0% | -38.4% |
| YTD | -52.2% | +187.3% | -239.5% | -57.6% |
| 1Y | -52.7% | +161.8% | -214.5% | -57.9% |
| 3Y | -41.6% | +55.5% | -97.1% | -46.6% |
| 5Y | -42.6% | +801.9% | -844.6% | -58.8% |
| All | +210.2% | +364.0% | -153.7% | +125.6% |
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