+167.9%
INTU vs PENG
+720.8%
-552.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.3% | -9.7% | -0.7% |
| 7D | -3.9% | +1.9% | -5.8% | -4.8% |
| 30D | +12.0% | -37.8% | +49.8% | +17.3% |
| 3M | +2.3% | -14.1% | +16.4% | +1.4% |
| 6M | -12.1% | +13.1% | -25.2% | -21.1% |
| YTD | -47.5% | +151.8% | -199.3% | -60.3% |
| 1Y | -46.9% | +136.0% | -182.9% | -59.4% |
| 3Y | -33.5% | +217.9% | -251.4% | -55.0% |
| 5Y | -41.2% | +64.1% | -105.3% | -57.4% |
| All | +167.9% | +720.8% | -552.9% | +56.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling