+14,738.3%
INTU vs PNR
+2,303.0%
+12,435.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +0.1% | +0.3% | -0.2% | -0.1% |
| 30D | +10.1% | +31.7% | -21.6% | -0.8% |
| 3M | -4.2% | +2.6% | -6.8% | -5.6% |
| 6M | -7.2% | -6.4% | -0.9% | -6.4% |
| YTD | -47.7% | -33.4% | -14.3% | -40.8% |
| 1Y | -46.7% | -35.1% | -11.6% | -39.2% |
| 3Y | -34.1% | +17.1% | -51.2% | -40.3% |
| 5Y | -43.3% | -3.5% | -39.7% | -45.0% |
| 10Y | +232.6% | +100.2% | +132.4% | +143.6% |
| All | +14,738.3% | +2,303.0% | +12,435.4% | +4,748.4% |
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 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