-46.7%
INTU vs PR
+78.8%
-125.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.5% |
| 7D | +0.1% | +6.0% | -5.9% | +0.1% |
| 30D | +10.1% | -4.2% | +14.3% | +9.9% |
| 3M | -4.2% | +10.0% | -14.1% | -5.0% |
| 6M | -7.2% | +15.6% | -22.8% | -8.5% |
| YTD | -47.7% | +68.2% | -115.9% | -43.4% |
| 1Y | -46.7% | +79.2% | -125.9% | -43.3% |
| All | -46.7% | +78.8% | -125.5% | -43.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling