+231.4%
INTU vs PH
+719.0%
-487.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.3% |
| 7D | -1.2% | +2.1% | -3.4% | -2.3% |
| 30D | +12.4% | +0.3% | +12.2% | +11.6% |
| 3M | +2.3% | -8.8% | +11.1% | +5.3% |
| 6M | -13.3% | +10.0% | -23.4% | -18.8% |
| YTD | -47.9% | +10.5% | -58.4% | -52.4% |
| 1Y | -47.2% | +15.5% | -62.7% | -52.8% |
| 3Y | -33.9% | +136.4% | -170.3% | -59.6% |
| 5Y | -41.3% | +213.6% | -254.9% | -69.4% |
| All | +231.4% | +719.0% | -487.7% | +7.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling