+14,280.4%
INTU vs PNR
+2,008.0%
+12,272.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.5% |
| 7D | -7.1% | -2.4% | -4.7% | -6.3% |
| 30D | +1.5% | -12.8% | +14.2% | +6.5% |
| 3M | +10.7% | -17.0% | +27.7% | +17.5% |
| 6M | -23.8% | -37.4% | +13.6% | -11.3% |
| YTD | -49.3% | -41.6% | -7.7% | -39.5% |
| 1Y | -49.7% | -44.6% | -5.0% | -38.9% |
| 3Y | -38.0% | -12.1% | -25.9% | -37.4% |
| 5Y | -38.7% | -17.4% | -21.3% | -36.9% |
| 10Y | +221.3% | +64.0% | +157.3% | +152.9% |
| All | +14,280.4% | +2,008.0% | +12,272.4% | +4,853.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling