-40.0%
INTU vs PENG
+31.0%
-71.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -23.0% | +22.5% | +1.8% |
| 7D | +7.1% | -36.7% | +43.8% | +11.4% |
| 30D | +23.0% | -42.0% | +65.0% | +28.3% |
| 3M | +8.7% | -33.2% | +41.9% | +10.6% |
| 6M | -10.1% | +2.1% | -12.2% | -20.8% |
| YTD | -45.7% | +90.3% | -136.0% | -59.1% |
| 1Y | -45.1% | +67.7% | -112.7% | -57.6% |
| 3Y | -26.9% | +154.2% | -181.1% | -54.7% |
| 5Y | -40.0% | +28.3% | -68.3% | -59.6% |
| All | -40.0% | +31.0% | -71.0% | -59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling