+236.7%
INTU vs PNR
+99.2%
+137.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +0.1% | +0.3% | -0.2% | -0.1% |
| 30D | +10.1% | +31.7% | -21.6% | -4.7% |
| 3M | -4.2% | +2.6% | -6.8% | -6.1% |
| 6M | -7.2% | -6.4% | -0.9% | -6.2% |
| YTD | -47.7% | -33.4% | -14.3% | -37.7% |
| 1Y | -46.7% | -35.1% | -11.6% | -35.7% |
| 3Y | -34.1% | +17.1% | -51.2% | -44.7% |
| 5Y | -43.3% | -3.5% | -39.7% | -48.6% |
| All | +236.7% | +99.2% | +137.5% | +96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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