-17.9%
INTU vs PCOR
-7.7%
-10.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.0% | -0.1% |
| 7D | -3.9% | +2.5% | -6.5% | -5.0% |
| 30D | +12.0% | +37.9% | -25.9% | -3.2% |
| 3M | +2.3% | +32.0% | -29.7% | -10.0% |
| 6M | -12.1% | +54.7% | -66.8% | -27.9% |
| YTD | -47.5% | +6.6% | -54.1% | -50.3% |
| 1Y | -46.9% | -1.7% | -45.2% | -48.1% |
| 3Y | -33.5% | +49.0% | -82.4% | -48.5% |
| 5Y | -41.2% | -12.5% | -28.7% | -51.6% |
| All | -17.9% | -7.7% | -10.2% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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