+1,537.5%
PEP vs INTU
+16,502.9%
-14,965.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.4% |
| 7D | -1.4% | -7.1% | +5.7% | -0.8% |
| 30D | +0.2% | +1.5% | -1.2% | +0.1% |
| 3M | -1.1% | +10.7% | -11.8% | -2.1% |
| 6M | -13.5% | -23.8% | +10.4% | -12.0% |
| YTD | -1.2% | -49.3% | +48.1% | +4.0% |
| 1Y | -1.6% | -49.7% | +48.1% | +3.5% |
| 3Y | -12.5% | -38.0% | +25.5% | -10.5% |
| 5Y | +3.0% | -38.7% | +41.8% | +4.1% |
| 10Y | +73.9% | +221.3% | -147.4% | +52.9% |
| All | +1,537.5% | +16,502.9% | -14,965.4% | +905.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling