-0.3%
PG vs INTU
-41.7%
+41.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.5% | -2.0% |
| 7D | -3.4% | -8.5% | +5.1% | -3.4% |
| 30D | -2.6% | -6.1% | +3.5% | -2.6% |
| 3M | -3.3% | +7.3% | -10.7% | -3.4% |
| 6M | -6.7% | -33.2% | +26.5% | -7.3% |
| YTD | +1.7% | -52.2% | +53.9% | +2.5% |
| 1Y | -7.9% | -52.7% | +44.8% | -7.2% |
| All | -0.3% | -41.7% | +41.4% | -1.6% |
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