+243.1%
INTU vs PCAR
+296.2%
-53.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.4% | -1.3% | -2.8% |
| 7D | +0.1% | +0.1% | +0.1% | +0.1% |
| 30D | +15.4% | -4.6% | +20.0% | +17.7% |
| 3M | +6.6% | -22.6% | +29.2% | +18.1% |
| 6M | -11.3% | -12.0% | +0.7% | -7.4% |
| YTD | -47.7% | -6.1% | -41.6% | -47.9% |
| 1Y | -47.0% | +6.3% | -53.3% | -50.2% |
| 3Y | -29.9% | +31.8% | -61.7% | -43.1% |
| 5Y | -42.2% | +104.2% | -146.4% | -63.1% |
| All | +243.1% | +296.2% | -53.1% | +64.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling