-20.6%
INTU vs PCOR
-30.9%
+10.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.3% | +0.9% | -1.5% |
| 7D | -7.1% | -9.0% | +1.9% | -3.2% |
| 30D | +1.5% | +4.2% | -2.7% | -0.2% |
| 3M | +10.7% | +14.4% | -3.8% | +3.9% |
| 6M | -23.8% | +0.2% | -24.0% | -24.5% |
| YTD | -49.3% | -20.3% | -29.1% | -45.1% |
| 1Y | -49.7% | -16.1% | -33.5% | -47.0% |
| 3Y | -38.0% | -14.7% | -23.3% | -39.2% |
| 5Y | -38.7% | -43.2% | +4.4% | -41.8% |
| All | -20.6% | -30.9% | +10.3% | -25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling