-38.1%
INTU vs PCAR
+66.6%
-104.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.5% | -3.4% |
| 7D | -7.1% | -0.5% | -6.6% | -7.0% |
| 30D | +1.5% | -6.2% | +7.7% | +2.4% |
| 3M | +10.7% | +5.9% | +4.8% | +9.3% |
| 6M | -23.8% | +0.4% | -24.2% | -24.1% |
| YTD | -49.3% | +14.8% | -64.1% | -51.7% |
| 1Y | -49.7% | +30.1% | -79.8% | -54.0% |
| All | -38.1% | +66.6% | -104.7% | -53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling