-47.7%
INTU vs PH
+12.0%
-59.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -1.7% |
| 7D | -4.1% | +7.4% | -11.5% | +0.3% |
| 30D | +12.8% | +0.5% | +12.4% | +13.5% |
| 3M | +2.1% | -10.2% | +12.4% | -4.6% |
| 6M | -11.5% | +8.9% | -20.4% | -3.9% |
| YTD | -47.9% | +9.7% | -57.6% | -46.8% |
| 1Y | -47.7% | +12.8% | -60.5% | -47.5% |
| All | -47.7% | +12.0% | -59.6% | -47.5% |
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