+233.5%
INTU vs PR
+72.8%
+160.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.1% | +0.5% |
| 7D | -3.9% | -0.5% | -3.4% | -3.9% |
| 30D | +12.0% | -4.6% | +16.6% | +12.1% |
| 3M | +2.3% | +4.7% | -2.4% | +2.0% |
| 6M | -12.1% | +12.4% | -24.5% | -12.6% |
| YTD | -47.5% | +62.9% | -110.4% | -48.7% |
| 1Y | -46.9% | +70.6% | -117.5% | -48.2% |
| 3Y | -33.5% | +90.0% | -123.5% | -35.7% |
| 5Y | -41.2% | +255.5% | -296.8% | -44.6% |
| 10Y | +233.5% | +78.7% | +154.8% | +284.9% |
| All | +233.5% | +72.8% | +160.7% | +284.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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