+3.3%
PEP vs INTU
-40.3%
+43.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | +6.7% | +7.1% | -0.5% | +6.1% |
| 30D | +13.5% | +23.0% | -9.5% | +11.7% |
| 3M | +3.9% | +8.7% | -4.8% | +3.2% |
| 6M | -6.0% | -10.1% | +4.1% | -6.0% |
| YTD | +2.5% | -45.7% | +48.1% | +6.7% |
| 1Y | +3.9% | -45.1% | +49.0% | +8.1% |
| 3Y | -4.7% | -26.9% | +22.3% | -5.7% |
| All | +3.3% | -40.3% | +43.7% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling