+237.9%
INTU vs PPL
+65.3%
+172.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | -1.2% | 0.0% | -1.3% | -1.2% |
| 30D | +12.4% | +4.3% | +8.2% | +10.5% |
| 3M | +2.3% | +2.9% | -0.7% | +0.9% |
| 6M | -13.3% | +1.1% | -14.4% | -14.3% |
| YTD | -47.9% | +4.5% | -52.3% | -49.5% |
| 1Y | -47.2% | +0.1% | -47.3% | -47.9% |
| 3Y | -33.9% | +55.7% | -89.6% | -48.3% |
| 5Y | -41.3% | +47.6% | -88.9% | -52.9% |
| 10Y | +237.9% | +66.8% | +171.0% | +138.6% |
| All | +237.9% | +65.3% | +172.5% | +138.6% |
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