+1,765.2%
PFE vs INTU
+17,690.3%
-15,925.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.9% |
| 7D | -0.2% | +7.1% | -7.4% | -1.1% |
| 30D | +8.7% | +23.0% | -14.4% | +5.7% |
| 3M | +15.8% | +8.7% | +7.1% | +14.2% |
| 6M | +16.8% | -10.1% | +26.9% | +17.3% |
| YTD | +26.2% | -45.7% | +71.9% | +34.7% |
| 1Y | +29.9% | -45.1% | +75.0% | +38.4% |
| 3Y | +15.9% | -26.9% | +42.8% | +17.4% |
| 5Y | -20.6% | -40.0% | +19.3% | -19.2% |
| 10Y | +65.4% | +265.4% | -200.0% | +30.6% |
| All | +1,765.2% | +17,690.3% | -15,925.1% | +769.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling