+30.4%
PG vs INTU
-42.1%
+72.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | +0.6% | -4.1% | +4.7% | +0.8% |
| 30D | +10.5% | +12.8% | -2.3% | +9.7% |
| 3M | +17.4% | +2.1% | +15.3% | +17.2% |
| 6M | +18.4% | -11.5% | +29.9% | +18.6% |
| YTD | +20.7% | -47.9% | +68.6% | +25.9% |
| 1Y | +16.8% | -47.7% | +64.5% | +21.8% |
| 3Y | +20.1% | -34.0% | +54.1% | +20.7% |
| 5Y | +30.4% | -43.5% | +74.0% | +28.0% |
| All | +30.4% | -42.1% | +72.5% | +28.0% |
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 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