+524.8%
INTU vs PBF
+303.9%
+220.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.1% | -3.2% |
| 7D | -7.1% | +4.3% | -11.4% | -7.5% |
| 30D | +1.5% | +22.0% | -20.5% | -0.8% |
| 3M | +10.7% | +74.5% | -63.8% | +3.5% |
| 6M | -23.8% | +67.7% | -91.5% | -28.7% |
| YTD | -49.3% | +179.2% | -228.5% | -55.3% |
| 1Y | -49.7% | +170.0% | -219.7% | -55.7% |
| 3Y | -38.0% | +66.4% | -104.4% | -44.1% |
| 5Y | -38.7% | +764.5% | -803.2% | -56.7% |
| 10Y | +221.3% | +358.5% | -137.2% | +111.1% |
| All | +524.8% | +303.9% | +220.9% | +305.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling