-11.9%
PEP vs INTU
-37.9%
+26.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.6% |
| 7D | -1.4% | -7.1% | +5.7% | -1.2% |
| 30D | +0.2% | +1.5% | -1.2% | +0.2% |
| 3M | -1.1% | +10.7% | -11.8% | -1.4% |
| 6M | -13.5% | -23.8% | +10.4% | -14.2% |
| YTD | -1.2% | -49.3% | +48.1% | -1.2% |
| 1Y | -1.6% | -49.7% | +48.1% | -1.6% |
| All | -11.9% | -37.9% | +26.0% | -14.4% |
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