-40.0%
INTU vs PL
+11.6%
-51.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -10.1% | +9.6% | +0.5% |
| 7D | +7.1% | -20.5% | +27.7% | +9.4% |
| 30D | +23.0% | -38.8% | +61.8% | +28.7% |
| 3M | +8.7% | -49.1% | +57.8% | +15.6% |
| 6M | -10.1% | -69.4% | +59.3% | -1.0% |
| YTD | -45.7% | -42.3% | -3.3% | -46.3% |
| 1Y | -45.1% | -14.2% | -30.9% | -49.3% |
| 3Y | -26.9% | +398.7% | -425.6% | -55.8% |
| 5Y | -40.0% | +11.1% | -51.1% | -55.5% |
| All | -40.0% | +11.6% | -51.5% | -55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling