+1,676.0%
PFE vs INTU
+16,502.9%
-14,826.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.1% | -0.8% |
| 7D | +1.8% | -7.1% | +8.8% | +2.7% |
| 30D | +10.2% | +1.5% | +8.8% | +9.9% |
| 3M | +12.7% | +10.7% | +2.0% | +10.8% |
| 6M | +10.5% | -23.8% | +34.4% | +13.3% |
| YTD | +20.2% | -49.3% | +69.5% | +29.6% |
| 1Y | +24.1% | -49.7% | +73.7% | +33.9% |
| 3Y | -3.6% | -38.0% | +34.4% | -0.1% |
| 5Y | -20.9% | -38.7% | +17.9% | -19.6% |
| 10Y | +35.8% | +221.3% | -185.5% | +9.2% |
| All | +1,676.0% | +16,502.9% | -14,826.9% | +736.3% |
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 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