-20.7%
PFE vs INTU
-38.8%
+18.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.1% | -1.0% |
| 7D | +1.8% | -7.1% | +8.8% | +2.4% |
| 30D | +10.2% | +1.5% | +8.8% | +10.0% |
| 3M | +12.7% | +10.7% | +2.0% | +11.5% |
| 6M | +10.5% | -23.8% | +34.4% | +12.4% |
| YTD | +20.2% | -49.3% | +69.5% | +27.1% |
| 1Y | +24.1% | -49.7% | +73.7% | +31.2% |
| 3Y | -3.6% | -38.0% | +34.4% | -1.5% |
| All | -20.7% | -38.8% | +18.1% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling