+35.6%
PFE vs INTU
-46.5%
+82.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.5% | -0.8% | +2.4% |
| 7D | +4.6% | +8.7% | -4.1% | +4.0% |
| 30D | +12.3% | +25.9% | -13.5% | +10.9% |
| 3M | +21.2% | +10.7% | +10.4% | +20.5% |
| 6M | +21.1% | -11.6% | +32.7% | +20.9% |
| YTD | +30.0% | -45.4% | +75.4% | +32.1% |
| 1Y | +35.6% | -45.2% | +80.8% | +37.7% |
| All | +35.6% | -46.5% | +82.1% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INTU.
Daily Out/Under-Performance
Portfolio return minus INTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INTU 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 INTU 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