+224.6%
INTU vs PM
+192.8%
+31.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -2.8% |
| 7D | -7.1% | -4.9% | -2.2% | -5.6% |
| 30D | +1.5% | -3.4% | +4.8% | +2.5% |
| 3M | +10.7% | +5.2% | +5.5% | +8.8% |
| 6M | -23.8% | +3.7% | -27.6% | -25.3% |
| YTD | -49.3% | +15.8% | -65.1% | -52.2% |
| 1Y | -49.7% | +17.4% | -67.0% | -53.0% |
| 3Y | -38.0% | +116.9% | -154.9% | -55.5% |
| 5Y | -38.7% | +117.3% | -156.1% | -56.7% |
| All | +224.6% | +192.8% | +31.7% | +90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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