-21.5%
PFE vs INTU
-42.6%
+21.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.8% | +2.1% | -1.3% |
| 7D | -3.7% | +0.1% | -3.8% | -3.7% |
| 30D | +5.0% | +15.4% | -10.5% | +3.6% |
| 3M | +12.2% | +6.6% | +5.6% | +11.4% |
| 6M | +14.6% | -11.3% | +25.9% | +15.0% |
| YTD | +24.1% | -47.7% | +71.8% | +30.8% |
| 1Y | +26.6% | -47.0% | +73.6% | +33.1% |
| 3Y | +14.3% | -29.9% | +44.2% | +15.1% |
| All | -21.5% | -42.6% | +21.1% | -26.4% |
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 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