+235.3%
INTU vs PEGA
+99.2%
+136.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +3.0% | +0.6% |
| 7D | -3.9% | -10.0% | +6.0% | +0.2% |
| 30D | +11.7% | -12.7% | +24.4% | +18.0% |
| 3M | +4.5% | -4.6% | +9.1% | +6.6% |
| 6M | -13.9% | -13.1% | -0.8% | -9.2% |
| YTD | -48.2% | -47.6% | -0.6% | -34.2% |
| 1Y | -47.1% | -47.0% | -0.1% | -33.2% |
| 3Y | -32.5% | +42.0% | -74.5% | -50.0% |
| 5Y | -42.6% | -47.8% | +5.3% | -34.5% |
| 10Y | +235.3% | +92.0% | +143.3% | +116.3% |
| All | +235.3% | +99.2% | +136.1% | +116.3% |
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