-52.0%
INTU vs PM
+18.4%
-70.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.2% | -5.3% | -4.1% |
| 7D | -7.5% | -1.3% | -6.2% | -7.5% |
| 30D | -1.9% | -2.6% | +0.6% | -2.0% |
| 3M | +4.9% | +5.8% | -0.9% | +5.8% |
| 6M | -33.2% | +10.6% | -43.8% | -31.9% |
| YTD | -51.4% | +17.2% | -68.6% | -50.1% |
| 1Y | -52.0% | +17.6% | -69.6% | -50.2% |
| All | -52.0% | +18.4% | -70.4% | -50.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling