+14,729.7%
INTU vs PH
+16,634.0%
-1,904.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.9% | -6.6% | -4.8% |
| 7D | +0.1% | +2.0% | -1.9% | -0.8% |
| 30D | +15.4% | -3.7% | +19.1% | +16.4% |
| 3M | +6.6% | -14.0% | +20.6% | +11.9% |
| 6M | -11.3% | +2.1% | -13.4% | -13.9% |
| YTD | -47.7% | +5.1% | -52.8% | -50.6% |
| 1Y | -47.0% | +10.9% | -58.0% | -51.1% |
| 3Y | -29.9% | +132.9% | -162.9% | -52.8% |
| 5Y | -42.2% | +200.1% | -242.3% | -64.9% |
| 10Y | +251.7% | +783.8% | -532.2% | +32.3% |
| All | +14,729.7% | +16,634.0% | -1,904.3% | +1,452.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling