-42.6%
INTU vs PCAR
+114.5%
-157.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.7% | -4.6% | -2.2% |
| 7D | -3.9% | +2.9% | -6.8% | -4.8% |
| 30D | +11.7% | -2.1% | +13.9% | +12.5% |
| 3M | +4.5% | -20.4% | +24.8% | +12.3% |
| 6M | -13.9% | -7.0% | -6.9% | -12.5% |
| YTD | -48.2% | -2.6% | -45.6% | -49.4% |
| 1Y | -47.1% | +9.8% | -56.9% | -51.0% |
| 3Y | -32.5% | +37.3% | -69.8% | -47.8% |
| 5Y | -42.6% | +116.4% | -159.0% | -68.2% |
| All | -42.6% | +114.5% | -157.1% | -68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling