-38.4%
INTU vs PH
+254.3%
-292.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | -7.1% | -3.1% | -4.0% | -5.9% |
| 30D | +1.5% | -3.2% | +4.7% | +2.3% |
| 3M | +10.7% | +10.6% | +0.1% | +4.7% |
| 6M | -23.8% | -2.1% | -21.7% | -24.9% |
| YTD | -49.3% | +10.2% | -59.5% | -53.5% |
| 1Y | -49.7% | +28.2% | -77.9% | -57.8% |
| 3Y | -38.0% | +134.9% | -172.9% | -65.6% |
| All | -38.4% | +254.3% | -292.7% | -75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling