-17.4%
INTU vs PL
+84.9%
-102.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.1% | -3.2% |
| 7D | -7.1% | -9.3% | +2.2% | -6.2% |
| 30D | +1.5% | -18.9% | +20.4% | +3.5% |
| 3M | +10.7% | -58.4% | +69.0% | +20.1% |
| 6M | -23.8% | -30.3% | +6.5% | -24.3% |
| YTD | -49.3% | -8.1% | -41.2% | -51.9% |
| 1Y | -49.7% | +180.5% | -230.2% | -60.7% |
| 3Y | -38.0% | +444.1% | -482.2% | -61.0% |
| 5Y | -38.7% | +83.0% | -121.8% | -58.4% |
| All | -17.4% | +84.9% | -102.3% | -44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling