+243.1%
INTU vs PR
+66.0%
+177.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.9% | -5.7% | -3.8% |
| 7D | +0.1% | -16.4% | +16.5% | +0.8% |
| 30D | +15.4% | -1.9% | +17.3% | +15.4% |
| 3M | +6.6% | +8.0% | -1.4% | +6.1% |
| 6M | -11.3% | +4.1% | -15.4% | -11.6% |
| YTD | -47.7% | +58.7% | -106.4% | -48.9% |
| 1Y | -47.0% | +75.8% | -122.8% | -48.4% |
| 3Y | -29.9% | +73.2% | -103.1% | -32.0% |
| 5Y | -42.2% | +230.1% | -272.3% | -45.4% |
| All | +243.1% | +66.0% | +177.1% | +291.4% |
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