+236.7%
INTU vs PFG
+184.0%
+52.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | +0.1% | +2.4% | -2.3% | -1.0% |
| 30D | +10.1% | +5.9% | +4.2% | +7.3% |
| 3M | -4.2% | -0.4% | -3.7% | -4.3% |
| 6M | -7.2% | +14.8% | -22.1% | -13.2% |
| YTD | -47.7% | +31.9% | -79.6% | -54.1% |
| 1Y | -46.7% | +38.8% | -85.5% | -54.3% |
| 3Y | -34.1% | +82.4% | -116.5% | -50.9% |
| 5Y | -43.3% | +94.7% | -138.0% | -59.1% |
| All | +236.7% | +184.0% | +52.8% | +78.2% |
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