+6,241.4%
INTU vs PEGA
+1,209.2%
+5,032.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -3.2% |
| 7D | -7.1% | +3.3% | -10.4% | -7.6% |
| 30D | +1.5% | +17.7% | -16.3% | -1.1% |
| 3M | +10.7% | +5.8% | +4.9% | +9.6% |
| 6M | -23.8% | -20.3% | -3.6% | -21.2% |
| YTD | -49.3% | -37.1% | -12.2% | -45.7% |
| 1Y | -49.7% | -30.2% | -19.5% | -47.1% |
| 3Y | -38.0% | +48.1% | -86.1% | -43.3% |
| 5Y | -38.7% | -46.8% | +8.1% | -36.6% |
| 10Y | +221.3% | +191.3% | +30.0% | +171.0% |
| All | +6,241.4% | +1,209.2% | +5,032.2% | +3,161.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling