-42.6%
INTU vs PL
+37.0%
-79.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +14.5% | -15.5% | -2.3% |
| 7D | -3.9% | +10.9% | -14.8% | -5.2% |
| 30D | +11.7% | -16.4% | +28.1% | +13.2% |
| 3M | +4.5% | -39.9% | +44.4% | +9.2% |
| 6M | -13.9% | -63.2% | +49.3% | -6.6% |
| YTD | -48.2% | -27.1% | -21.1% | -50.1% |
| 1Y | -47.1% | +12.2% | -59.3% | -52.5% |
| 3Y | -32.5% | +584.3% | -616.8% | -60.9% |
| 5Y | -42.6% | +37.0% | -79.5% | -58.0% |
| All | -42.6% | +37.0% | -79.5% | -58.0% |
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