-47.7%
INTU vs PENG
+136.5%
-184.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.5% |
| 7D | -4.1% | +34.6% | -38.7% | 0.0% |
| 30D | +12.8% | -35.9% | +48.8% | +8.4% |
| 3M | +2.1% | -14.7% | +16.8% | +2.2% |
| 6M | -11.5% | +13.5% | -25.0% | -9.8% |
| YTD | -47.9% | +156.1% | -204.1% | -48.1% |
| 1Y | -47.7% | +141.3% | -189.0% | -47.8% |
| All | -47.7% | +136.5% | -184.2% | -47.8% |
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