+13,685.3%
INTU vs PPG
+1,380.7%
+12,304.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.5% | -1.6% | -3.0% |
| 7D | -7.5% | 0.0% | -7.6% | -7.6% |
| 30D | -1.9% | -7.8% | +5.8% | +1.5% |
| 3M | +4.9% | -2.2% | +7.0% | +5.1% |
| 6M | -33.2% | +4.1% | -37.4% | -36.0% |
| YTD | -51.4% | +9.1% | -60.5% | -54.9% |
| 1Y | -52.0% | +1.0% | -52.9% | -53.9% |
| 3Y | -40.7% | -13.3% | -27.4% | -40.1% |
| 5Y | -41.7% | -19.2% | -22.5% | -39.3% |
| 10Y | +211.1% | +25.9% | +185.2% | +153.2% |
| All | +13,685.3% | +1,380.7% | +12,304.6% | +4,025.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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