-38.5%
INTU vs PH
+142.4%
-180.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | -7.1% | -3.1% | -4.0% | -6.5% |
| 30D | +1.5% | -3.2% | +4.7% | +1.8% |
| 3M | +10.7% | +10.6% | +0.1% | +7.3% |
| 6M | -23.8% | -2.1% | -21.7% | -23.9% |
| YTD | -49.3% | +10.2% | -59.5% | -52.1% |
| 1Y | -49.7% | +28.2% | -77.9% | -55.6% |
| All | -38.5% | +142.4% | -180.9% | -59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling