-3.4%
PEP vs INTU
-33.2%
+29.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.2% |
| 7D | +2.9% | +0.1% | +2.8% | +2.9% |
| 30D | +12.5% | +10.1% | +2.4% | +12.3% |
| 3M | +4.5% | -4.2% | +8.7% | +4.6% |
| 6M | -0.5% | -7.2% | +6.7% | -1.2% |
| YTD | +4.4% | -47.7% | +52.1% | +3.7% |
| 1Y | +4.4% | -46.7% | +51.1% | +3.6% |
| 3Y | -3.4% | -34.1% | +30.7% | -4.9% |
| All | -3.4% | -33.2% | +29.8% | -4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling