-52.0%
INTU vs PEGA
-35.6%
-16.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.2% | 0.0% | -2.1% |
| 7D | -7.5% | -2.4% | -5.1% | -6.4% |
| 30D | -1.9% | +9.6% | -11.6% | -6.3% |
| 3M | +4.9% | +2.3% | +2.5% | +2.5% |
| 6M | -33.2% | -23.9% | -9.3% | -26.7% |
| YTD | -51.4% | -39.8% | -11.6% | -43.0% |
| 1Y | -52.0% | -37.4% | -14.6% | -43.9% |
| All | -52.0% | -35.6% | -16.4% | -43.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling