+15,309.0%
INTU vs PCAR
+7,863.5%
+7,445.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.1% |
| 7D | +7.1% | +2.2% | +5.0% | +6.3% |
| 30D | +23.0% | -4.4% | +27.4% | +25.2% |
| 3M | +8.7% | -21.4% | +30.1% | +19.3% |
| 6M | -10.1% | -7.3% | -2.8% | -8.2% |
| YTD | -45.7% | -3.8% | -41.9% | -46.0% |
| 1Y | -45.1% | +6.3% | -51.4% | -47.6% |
| 3Y | -26.9% | +34.4% | -61.3% | -38.0% |
| 5Y | -40.0% | +109.2% | -149.2% | -57.6% |
| 10Y | +265.4% | +312.9% | -47.5% | +92.2% |
| All | +15,309.0% | +7,863.5% | +7,445.4% | +2,424.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling