-45.2%
INTU vs PENG
+120.5%
-165.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -9.1% | +12.6% | +2.2% |
| 7D | +8.7% | -20.5% | +29.1% | +5.8% |
| 30D | +25.9% | -20.4% | +46.2% | +23.3% |
| 3M | +10.7% | -16.4% | +27.1% | +9.8% |
| 6M | -11.6% | +49.2% | -60.8% | -11.6% |
| YTD | -45.4% | +147.2% | -192.6% | -46.1% |
| 1Y | -45.2% | +124.7% | -169.9% | -46.0% |
| All | -45.2% | +120.5% | -165.7% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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