-47.7%
INTU vs PPL
-1.7%
-46.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.8% |
| 7D | -4.1% | -2.2% | -1.9% | -4.6% |
| 30D | +12.8% | +1.7% | +11.2% | +13.3% |
| 3M | +2.1% | +0.1% | +2.0% | +1.6% |
| 6M | -11.5% | -1.5% | -9.9% | -11.1% |
| YTD | -47.9% | +3.0% | -50.9% | -46.8% |
| 1Y | -47.7% | -1.4% | -46.2% | -46.5% |
| All | -47.7% | -1.7% | -46.0% | -46.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling