-42.6%
INTU vs PEG
+43.1%
-85.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.3% | -4.3% | -1.9% |
| 7D | -3.9% | +0.9% | -4.8% | -4.2% |
| 30D | +11.7% | +3.8% | +7.9% | +10.6% |
| 3M | +4.5% | +0.1% | +4.4% | +4.3% |
| 6M | -13.9% | -1.0% | -12.9% | -14.1% |
| YTD | -48.2% | -4.1% | -44.1% | -48.4% |
| 1Y | -47.1% | -6.9% | -40.3% | -46.7% |
| 3Y | -32.5% | +35.6% | -68.1% | -45.6% |
| 5Y | -42.6% | +42.8% | -85.3% | -57.0% |
| All | -42.6% | +43.1% | -85.7% | -57.0% |
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