-38.4%
INTU vs PCG
+58.3%
-96.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.4% | -5.8% | -3.8% |
| 7D | -7.1% | -13.9% | +6.8% | -4.8% |
| 30D | +1.5% | -16.9% | +18.3% | +4.5% |
| 3M | +10.7% | -14.7% | +25.4% | +13.2% |
| 6M | -23.8% | -23.8% | 0.0% | -20.1% |
| YTD | -49.3% | -10.5% | -38.8% | -49.5% |
| 1Y | -49.7% | -5.1% | -44.5% | -51.0% |
| 3Y | -38.0% | -11.6% | -26.4% | -40.2% |
| All | -38.4% | +58.3% | -96.8% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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