+216.0%
INTU vs PFGC
+292.0%
-76.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.3% | -3.7% |
| 7D | -7.5% | -2.4% | -5.1% | -7.0% |
| 30D | -1.9% | -15.8% | +13.8% | +1.6% |
| 3M | +4.9% | -0.6% | +5.5% | +4.9% |
| 6M | -33.2% | +10.7% | -43.9% | -35.0% |
| YTD | -51.4% | +7.6% | -59.0% | -52.7% |
| 1Y | -52.0% | -7.8% | -44.2% | -51.7% |
| 3Y | -40.7% | +63.7% | -104.4% | -47.8% |
| 5Y | -41.7% | +112.3% | -154.0% | -51.6% |
| All | +216.0% | +292.0% | -76.0% | +143.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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