+1,612.6%
PEP vs INTU
+17,078.7%
-15,466.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.2% |
| 7D | +1.1% | -3.9% | +5.0% | +1.4% |
| 30D | +13.6% | +12.0% | +1.6% | +12.4% |
| 3M | +5.1% | +2.3% | +2.8% | +4.8% |
| 6M | -1.6% | -12.1% | +10.5% | -1.1% |
| YTD | +3.3% | -47.5% | +50.9% | +8.3% |
| 1Y | +3.2% | -46.9% | +50.1% | +8.0% |
| 3Y | -3.9% | -33.5% | +29.6% | -2.4% |
| 5Y | +4.0% | -41.2% | +45.3% | +5.5% |
| 10Y | +90.1% | +233.5% | -143.4% | +66.4% |
| All | +1,612.6% | +17,078.7% | -15,466.1% | +947.3% |
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