-38.5%
INTU vs PSA
+27.0%
-65.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.1% |
| 7D | -7.1% | -3.7% | -3.4% | -6.4% |
| 30D | +1.5% | -7.7% | +9.2% | +3.0% |
| 3M | +10.7% | -0.6% | +11.3% | +11.3% |
| 6M | -23.8% | -0.9% | -22.9% | -23.4% |
| YTD | -49.3% | +18.7% | -68.0% | -51.6% |
| 1Y | -49.7% | +7.6% | -57.3% | -50.6% |
| All | -38.5% | +27.0% | -65.5% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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