-49.7%
INTU vs PH
+30.5%
-80.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.5% |
| 7D | -7.1% | -3.1% | -4.0% | -8.6% |
| 30D | +1.5% | -3.2% | +4.7% | -0.1% |
| 3M | +10.7% | +10.6% | +0.1% | +16.5% |
| 6M | -23.8% | -2.1% | -21.7% | -21.1% |
| YTD | -49.3% | +10.2% | -59.5% | -48.4% |
| 1Y | -49.7% | +28.2% | -77.9% | -50.9% |
| All | -49.7% | +30.5% | -80.2% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 1y: compounded portfolio wealth divided by compounded PH 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…
1y analysis · Full analysis span regression · 6 months rolling