+243.1%
INTU vs PPL
+62.0%
+181.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.5% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | +15.4% | +5.4% | +10.0% | +12.9% |
| 3M | +6.6% | +4.3% | +2.3% | +4.6% |
| 6M | -11.3% | -1.3% | -10.0% | -11.3% |
| YTD | -47.7% | +4.7% | -52.4% | -49.4% |
| 1Y | -47.0% | +1.3% | -48.3% | -48.0% |
| 3Y | -29.9% | +57.2% | -87.2% | -45.4% |
| 5Y | -42.2% | +48.2% | -90.5% | -53.6% |
| All | +243.1% | +62.0% | +181.1% | +146.5% |
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