-14.8%
INTU vs PL
+28.1%
-42.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +10.4% | -14.1% | -4.8% |
| 7D | +0.1% | -6.8% | +7.0% | +0.6% |
| 30D | +15.4% | -29.3% | +44.7% | +19.0% |
| 3M | +6.6% | -44.8% | +51.3% | +12.3% |
| 6M | -11.3% | -68.4% | +57.1% | -2.5% |
| YTD | -47.7% | -36.4% | -11.4% | -48.9% |
| 1Y | -47.0% | +0.7% | -47.7% | -52.0% |
| 3Y | -29.9% | +455.3% | -485.2% | -58.1% |
| 5Y | -42.2% | +22.7% | -64.9% | -58.9% |
| All | -14.8% | +28.1% | -42.9% | -40.5% |
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