+236.7%
INTU vs PPL
+67.2%
+169.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.1% |
| 7D | +0.1% | -0.4% | +0.4% | +0.2% |
| 30D | +10.1% | +2.6% | +7.4% | +8.9% |
| 3M | -4.2% | +0.8% | -5.0% | -4.6% |
| 6M | -7.2% | +1.4% | -8.7% | -8.4% |
| YTD | -47.7% | +4.3% | -52.0% | -49.3% |
| 1Y | -46.7% | +0.8% | -47.5% | -47.6% |
| 3Y | -34.1% | +57.9% | -92.0% | -48.8% |
| 5Y | -43.3% | +48.3% | -91.6% | -54.6% |
| All | +236.7% | +67.2% | +169.6% | +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