+211.1%
INTU vs PFG
+239.4%
-28.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -3.5% |
| 7D | -7.5% | +6.0% | -13.5% | -9.9% |
| 30D | -1.9% | +2.2% | -4.2% | -3.0% |
| 3M | +4.9% | +10.4% | -5.5% | +0.2% |
| 6M | -33.2% | +27.8% | -61.0% | -40.4% |
| YTD | -51.4% | +33.6% | -85.0% | -57.6% |
| 1Y | -52.0% | +49.3% | -101.3% | -60.2% |
| 3Y | -40.7% | +69.7% | -110.4% | -54.4% |
| 5Y | -41.7% | +111.3% | -153.1% | -59.3% |
| 10Y | +211.1% | +240.3% | -29.2% | +50.7% |
| All | +211.1% | +239.4% | -28.3% | +50.7% |
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