+236.7%
INTU vs PEG
+171.2%
+65.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.1% |
| 7D | +0.1% | +4.5% | -4.4% | -1.8% |
| 30D | +10.1% | +7.5% | +2.5% | +6.8% |
| 3M | -4.2% | +0.8% | -5.0% | -4.7% |
| 6M | -7.2% | 0.0% | -7.3% | -7.9% |
| YTD | -47.7% | -3.0% | -44.6% | -48.0% |
| 1Y | -46.7% | -4.7% | -42.0% | -46.6% |
| 3Y | -34.1% | +36.5% | -70.5% | -46.6% |
| 5Y | -43.3% | +44.4% | -87.6% | -55.8% |
| All | +236.7% | +171.2% | +65.5% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 10y: compounded portfolio wealth divided by compounded PEG 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…
10y analysis · Full analysis span regression · 6 months rolling