-29.9%
INTU vs PM
+144.1%
-174.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.8% | -2.0% | -3.6% |
| 7D | +0.1% | -5.2% | +5.3% | +0.5% |
| 30D | +15.4% | +2.7% | +12.7% | +15.2% |
| 3M | +6.6% | +6.1% | +0.5% | +6.2% |
| 6M | -11.3% | +18.0% | -29.3% | -11.6% |
| YTD | -47.7% | +26.6% | -74.3% | -48.2% |
| 1Y | -47.0% | +36.7% | -83.7% | -47.8% |
| 3Y | -29.9% | +146.0% | -175.9% | -35.8% |
| All | -29.9% | +144.1% | -174.0% | -35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling