+235.3%
INTU vs PFG
+203.0%
+32.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.0% | -5.0% | -2.7% |
| 7D | -3.9% | +2.3% | -6.2% | -4.9% |
| 30D | +11.7% | +7.6% | +4.1% | +8.2% |
| 3M | +4.5% | +2.5% | +1.9% | +3.1% |
| 6M | -13.9% | +16.6% | -30.5% | -20.0% |
| YTD | -48.2% | +34.1% | -82.3% | -54.9% |
| 1Y | -47.1% | +44.1% | -91.2% | -55.4% |
| 3Y | -32.5% | +86.3% | -118.8% | -50.2% |
| 5Y | -42.6% | +101.6% | -144.1% | -59.1% |
| 10Y | +235.3% | +197.9% | +37.4% | +78.5% |
| All | +235.3% | +203.0% | +32.3% | +78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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