-41.7%
INTU vs PEG
+38.2%
-79.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.9% | -4.3% |
| 7D | -7.5% | +1.0% | -8.6% | -7.8% |
| 30D | -1.9% | -1.9% | -0.1% | -1.5% |
| 3M | +4.9% | -3.7% | +8.5% | +5.8% |
| 6M | -33.2% | -9.4% | -23.8% | -31.7% |
| YTD | -51.4% | -6.0% | -45.4% | -51.3% |
| 1Y | -52.0% | -4.4% | -47.6% | -52.4% |
| 3Y | -40.7% | +33.5% | -74.2% | -51.7% |
| 5Y | -41.7% | +35.7% | -77.5% | -54.3% |
| All | -41.7% | +38.2% | -79.9% | -54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling