+211.1%
INTU vs PEGA
+175.4%
+35.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.2% | 0.0% | -2.5% |
| 7D | -7.5% | -2.4% | -5.1% | -6.6% |
| 30D | -1.9% | +9.6% | -11.6% | -5.4% |
| 3M | +4.9% | +2.3% | +2.5% | +3.3% |
| 6M | -33.2% | -23.9% | -9.3% | -26.3% |
| YTD | -51.4% | -39.8% | -11.6% | -41.8% |
| 1Y | -52.0% | -37.4% | -14.6% | -43.8% |
| 3Y | -40.7% | +53.1% | -93.8% | -57.0% |
| 5Y | -41.7% | -47.2% | +5.5% | -33.5% |
| 10Y | +211.1% | +174.3% | +36.8% | +89.2% |
| All | +211.1% | +175.4% | +35.7% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PEGA 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling