+224.6%
INTU vs PEGA
+187.4%
+37.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -3.0% |
| 7D | -7.1% | +3.3% | -10.4% | -8.3% |
| 30D | +1.5% | +17.7% | -16.3% | -4.9% |
| 3M | +10.7% | +5.8% | +4.9% | +7.6% |
| 6M | -23.8% | -20.3% | -3.6% | -17.5% |
| YTD | -49.3% | -37.1% | -12.2% | -40.3% |
| 1Y | -49.7% | -30.2% | -19.5% | -43.6% |
| 3Y | -38.0% | +48.1% | -86.1% | -54.3% |
| 5Y | -38.7% | -46.8% | +8.1% | -30.0% |
| All | +224.6% | +187.4% | +37.2% | +94.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling