-47.5%
INTU vs PPL
+0.9%
-48.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -3.9% | -1.2% | -2.7% | -4.2% |
| 30D | +11.7% | +4.2% | +7.5% | +12.9% |
| 3M | +4.5% | +1.5% | +3.0% | +4.3% |
| 6M | -13.9% | +1.0% | -14.9% | -13.0% |
| YTD | -48.2% | +4.4% | -52.6% | -47.0% |
| All | -47.5% | +0.9% | -48.4% | -46.4% |
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