+89.6%
PEP vs INTU
+236.7%
-147.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.6% | +1.1% |
| 7D | +4.6% | -1.2% | +5.9% | +4.9% |
| 30D | +14.0% | +12.4% | +1.6% | +11.5% |
| 3M | +5.4% | +2.3% | +3.1% | +4.6% |
| 6M | -5.1% | -13.3% | +8.2% | -3.9% |
| YTD | +3.1% | -47.9% | +51.0% | +15.0% |
| 1Y | +4.8% | -47.2% | +51.9% | +16.4% |
| 3Y | -4.1% | -33.9% | +29.8% | -2.1% |
| 5Y | +3.0% | -41.3% | +44.3% | +5.3% |
| 10Y | +89.6% | +237.9% | -148.3% | +16.6% |
| All | +89.6% | +236.7% | -147.1% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INTU.
Daily Out/Under-Performance
Portfolio return minus INTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INTU 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 INTU 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