-14.8%
INTU vs PL
+40.9%
-55.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.1% | +0.5% |
| 7D | +0.1% | +10.0% | -10.0% | -1.0% |
| 30D | +10.1% | -2.3% | +12.3% | +9.8% |
| 3M | -4.2% | -44.2% | +40.0% | +0.9% |
| 6M | -7.2% | -66.1% | +58.9% | +1.5% |
| YTD | -47.7% | -30.0% | -17.7% | -49.4% |
| 1Y | -46.7% | +21.0% | -67.7% | -52.7% |
| 3Y | -34.1% | +516.5% | -550.6% | -61.0% |
| 5Y | -43.3% | +32.0% | -75.3% | -59.9% |
| All | -14.8% | +40.9% | -55.7% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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