-42.6%
INTU vs PNR
-20.5%
-22.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -0.6% |
| 7D | -8.5% | -3.9% | -4.6% | -6.5% |
| 30D | -6.1% | -13.8% | +7.7% | +1.5% |
| 3M | +7.3% | -22.5% | +29.9% | +21.2% |
| 6M | -33.2% | -37.2% | +3.9% | -16.4% |
| YTD | -52.2% | -44.2% | -7.9% | -35.9% |
| 1Y | -52.7% | -46.6% | -6.0% | -35.0% |
| 3Y | -41.6% | -12.5% | -29.1% | -45.9% |
| 5Y | -42.6% | -19.3% | -23.3% | -41.4% |
| All | -42.6% | -20.5% | -22.2% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling