+16.2%
PFE vs INTU
-27.0%
+43.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.9% |
| 7D | -0.2% | +7.1% | -7.4% | -0.7% |
| 30D | +8.7% | +23.0% | -14.4% | +7.3% |
| 3M | +15.8% | +8.7% | +7.1% | +15.1% |
| 6M | +16.8% | -10.1% | +26.9% | +16.8% |
| YTD | +26.2% | -45.7% | +71.9% | +29.8% |
| 1Y | +29.9% | -45.1% | +75.0% | +33.5% |
| All | +16.2% | -27.0% | +43.2% | +16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling