+223.4%
INTU vs PPL
+54.8%
+168.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -7.1% | +2.7% | -9.7% | -8.1% |
| 30D | +1.5% | +0.5% | +1.0% | +1.1% |
| 3M | +10.7% | +0.7% | +10.0% | +10.1% |
| 6M | -23.8% | -7.6% | -16.2% | -21.9% |
| YTD | -49.3% | +1.8% | -51.1% | -50.4% |
| 1Y | -49.7% | -0.8% | -48.9% | -50.3% |
| 3Y | -38.0% | +56.9% | -94.9% | -51.8% |
| 5Y | -38.7% | +39.5% | -78.3% | -49.5% |
| All | +223.4% | +54.8% | +168.5% | +134.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling