-45.2%
INTU vs PCAR
+12.4%
-57.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.0% | -0.6% | +3.8% |
| 7D | +8.7% | +3.7% | +5.0% | +9.0% |
| 30D | +25.9% | -2.9% | +28.8% | +25.2% |
| 3M | +10.7% | -21.7% | +32.4% | +5.7% |
| 6M | -11.6% | -6.6% | -4.9% | -11.6% |
| YTD | -45.4% | -2.2% | -43.2% | -48.1% |
| 1Y | -45.2% | +12.2% | -57.5% | -50.7% |
| All | -45.2% | +12.4% | -57.6% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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