+13,469.6%
INTU vs PGR
+15,629.7%
-2,160.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.8% | -1.7% |
| 7D | -8.5% | -2.7% | -5.8% | -7.5% |
| 30D | -6.1% | +0.7% | -6.9% | -6.4% |
| 3M | +7.3% | +7.7% | -0.4% | +4.3% |
| 6M | -33.2% | +4.3% | -37.5% | -34.4% |
| YTD | -52.2% | +0.7% | -52.9% | -52.5% |
| 1Y | -52.7% | -5.7% | -47.0% | -52.0% |
| 3Y | -41.6% | +73.7% | -115.3% | -54.0% |
| 5Y | -42.6% | +158.4% | -201.0% | -62.0% |
| 10Y | +211.0% | +810.5% | -599.5% | +28.0% |
| All | +13,469.6% | +15,629.7% | -2,160.1% | +2,059.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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