-14.5%
INTU vs PCOR
-10.0%
-4.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +19.7% | -16.2% | -5.0% |
| 7D | +8.7% | +21.8% | -13.2% | -1.0% |
| 30D | +25.9% | +39.5% | -13.7% | +8.2% |
| 3M | +10.7% | +35.2% | -24.5% | -3.6% |
| 6M | -11.6% | +21.7% | -33.3% | -20.2% |
| YTD | -45.4% | +3.9% | -49.3% | -47.7% |
| 1Y | -45.2% | +6.9% | -52.2% | -48.3% |
| 3Y | -26.5% | +44.8% | -71.3% | -42.5% |
| 5Y | -40.7% | -21.9% | -18.8% | -50.0% |
| All | -14.5% | -10.0% | -4.5% | -28.7% |
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