+35.8%
PFE vs INTU
+221.9%
-186.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.1% | -0.7% |
| 7D | +1.8% | -7.1% | +8.8% | +3.0% |
| 30D | +10.2% | +1.5% | +8.8% | +9.8% |
| 3M | +12.7% | +10.7% | +2.0% | +10.3% |
| 6M | +10.5% | -23.8% | +34.4% | +14.3% |
| YTD | +20.2% | -49.3% | +69.5% | +34.0% |
| 1Y | +24.1% | -49.7% | +73.7% | +38.3% |
| 3Y | -3.6% | -38.0% | +34.4% | +0.6% |
| 5Y | -20.9% | -38.7% | +17.9% | -20.6% |
| All | +35.8% | +221.9% | -186.0% | -16.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling