-52.0%
INTU vs PBF
+176.6%
-228.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.3% | -7.4% | -4.3% |
| 7D | -7.5% | +2.4% | -9.9% | -7.7% |
| 30D | -1.9% | +24.9% | -26.8% | -3.4% |
| 3M | +4.9% | +81.9% | -77.0% | -0.1% |
| 6M | -33.2% | +79.4% | -112.6% | -36.5% |
| YTD | -51.4% | +188.3% | -239.7% | -54.1% |
| 1Y | -52.0% | +177.3% | -229.2% | -54.6% |
| All | -52.0% | +176.6% | -228.6% | -54.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling