+14,779.2%
INTU vs PEG
+2,060.5%
+12,718.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.2% | +0.8% |
| 7D | -3.9% | +1.5% | -5.4% | -4.4% |
| 30D | +12.0% | +5.0% | +7.0% | +10.3% |
| 3M | +2.3% | -0.3% | +2.6% | +2.3% |
| 6M | -12.1% | -2.7% | -9.4% | -11.8% |
| YTD | -47.5% | -5.1% | -42.5% | -47.4% |
| 1Y | -46.9% | -8.3% | -38.6% | -46.2% |
| 3Y | -33.5% | +33.0% | -66.5% | -40.9% |
| 5Y | -41.2% | +41.3% | -82.5% | -48.8% |
| 10Y | +233.5% | +164.5% | +69.0% | +139.2% |
| All | +14,779.2% | +2,060.5% | +12,718.7% | +6,664.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling