-15.0%
INTU vs PCOR
-10.0%
-5.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +7.1% | +23.7% | -16.6% | -3.0% |
| 30D | +23.0% | +39.0% | -16.0% | +5.9% |
| 3M | +8.7% | +35.8% | -27.0% | -5.5% |
| 6M | -10.1% | +38.2% | -48.3% | -22.8% |
| YTD | -45.7% | +3.9% | -49.6% | -48.0% |
| 1Y | -45.1% | +5.7% | -50.8% | -48.0% |
| 3Y | -26.9% | +44.8% | -71.7% | -42.8% |
| 5Y | -40.0% | -19.8% | -20.2% | -49.6% |
| All | -15.0% | -10.0% | -5.0% | -29.1% |
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