+1,814.4%
INTU vs PBR
+1,797.5%
+16.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.5% | -3.0% |
| 7D | -7.1% | +8.6% | -15.7% | -8.5% |
| 30D | +1.5% | +12.8% | -11.3% | -0.8% |
| 3M | +10.7% | +14.7% | -4.0% | +7.6% |
| 6M | -23.8% | +25.2% | -49.0% | -27.4% |
| YTD | -49.3% | +77.1% | -126.5% | -54.7% |
| 1Y | -49.7% | +69.6% | -119.2% | -54.8% |
| 3Y | -38.0% | +95.6% | -133.6% | -46.6% |
| 5Y | -38.7% | +501.8% | -540.5% | -58.8% |
| 10Y | +221.3% | +640.6% | -419.2% | +84.4% |
| All | +1,814.4% | +1,797.5% | +16.9% | +568.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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