-41.5%
INTU vs PNR
-13.0%
-28.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.0% |
| 7D | -8.5% | -3.9% | -4.6% | -7.3% |
| 30D | -6.1% | -13.8% | +7.7% | -1.7% |
| 3M | +7.3% | -22.5% | +29.9% | +15.3% |
| 6M | -33.2% | -37.2% | +3.9% | -23.5% |
| YTD | -52.2% | -44.2% | -7.9% | -42.6% |
| 1Y | -52.7% | -46.6% | -6.0% | -42.2% |
| All | -41.5% | -13.0% | -28.4% | -41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling