+167.0%
INTU vs PENG
+597.2%
-430.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +12.4% | -16.1% | -5.3% |
| 7D | +0.1% | -19.4% | +19.6% | +2.0% |
| 30D | +15.4% | -42.4% | +57.8% | +22.1% |
| 3M | +6.6% | -25.6% | +32.2% | +7.7% |
| 6M | -11.3% | +7.3% | -18.6% | -20.4% |
| YTD | -47.7% | +113.9% | -161.6% | -59.5% |
| 1Y | -47.0% | +93.6% | -140.6% | -58.3% |
| 3Y | -29.9% | +170.2% | -200.2% | -51.6% |
| 5Y | -42.2% | +44.2% | -86.4% | -57.4% |
| All | +167.0% | +597.2% | -430.1% | +59.7% |
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