+14,587.7%
INTU vs PEG
+2,082.0%
+12,505.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.3% | -4.3% | -2.0% |
| 7D | -3.9% | +0.9% | -4.8% | -4.2% |
| 30D | +11.7% | +3.8% | +7.9% | +10.4% |
| 3M | +4.5% | +0.1% | +4.4% | +4.3% |
| 6M | -13.9% | -1.0% | -12.9% | -14.0% |
| YTD | -48.2% | -4.1% | -44.1% | -48.2% |
| 1Y | -47.1% | -6.9% | -40.3% | -46.7% |
| 3Y | -32.5% | +35.6% | -68.1% | -40.4% |
| 5Y | -42.6% | +42.8% | -85.3% | -50.1% |
| 10Y | +235.3% | +160.2% | +75.1% | +141.4% |
| All | +14,587.7% | +2,082.0% | +12,505.6% | +6,557.7% |
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 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