+15,309.0%
INTU vs PPL
+1,237.9%
+14,071.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.8% |
| 7D | +7.1% | +1.0% | +6.1% | +6.8% |
| 30D | +23.0% | +6.8% | +16.2% | +20.5% |
| 3M | +8.7% | +3.9% | +4.8% | +7.3% |
| 6M | -10.1% | -2.0% | -8.1% | -9.9% |
| YTD | -45.7% | +5.3% | -50.9% | -47.0% |
| 1Y | -45.1% | +2.2% | -47.3% | -46.0% |
| 3Y | -26.9% | +56.7% | -83.6% | -38.1% |
| 5Y | -40.0% | +49.1% | -89.0% | -48.2% |
| 10Y | +265.4% | +63.6% | +201.7% | +197.0% |
| All | +15,309.0% | +1,237.9% | +14,071.1% | +6,987.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling