-38.1%
INTU vs PENG
+101.4%
-139.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +6.4% | -9.8% | -3.6% |
| 7D | -7.1% | +4.5% | -11.6% | -7.2% |
| 30D | +1.5% | -7.1% | +8.6% | +1.5% |
| 3M | +10.7% | -27.3% | +37.9% | +11.3% |
| 6M | -23.8% | +169.6% | -193.4% | -34.7% |
| YTD | -49.3% | +164.6% | -213.9% | -56.6% |
| 1Y | -49.7% | +109.5% | -159.1% | -55.8% |
| All | -38.1% | +101.4% | -139.5% | -48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling