+276.2%
INTU vs PR
+147.8%
+128.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | -0.3% |
| 7D | +7.1% | -16.5% | +23.7% | +7.9% |
| 30D | +23.0% | -4.5% | +27.5% | +23.1% |
| 3M | +8.7% | +8.5% | +0.2% | +8.2% |
| 6M | -10.1% | -3.3% | -6.8% | -10.1% |
| YTD | -45.7% | +55.7% | -101.4% | -46.8% |
| 1Y | -45.1% | +82.0% | -127.1% | -46.6% |
| 3Y | -26.9% | +62.5% | -89.4% | -28.9% |
| 5Y | -40.0% | +223.9% | -263.9% | -43.1% |
| 10Y | +265.4% | +64.2% | +201.2% | +302.4% |
| All | +276.2% | +147.8% | +128.5% | +327.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling