+13,685.3%
INTU vs PEG
+2,039.6%
+11,645.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.9% | -4.4% |
| 7D | -7.5% | +1.0% | -8.6% | -7.8% |
| 30D | -1.9% | -1.9% | -0.1% | -1.4% |
| 3M | +4.9% | -3.7% | +8.5% | +5.9% |
| 6M | -33.2% | -9.4% | -23.8% | -31.7% |
| YTD | -51.4% | -6.0% | -45.4% | -51.1% |
| 1Y | -52.0% | -4.4% | -47.6% | -52.0% |
| 3Y | -40.7% | +33.5% | -74.2% | -47.4% |
| 5Y | -41.7% | +35.7% | -77.5% | -48.7% |
| 10Y | +211.1% | +140.4% | +70.7% | +128.8% |
| All | +13,685.3% | +2,039.6% | +11,645.7% | +6,189.6% |
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