-41.7%
INTU vs PSX
+349.1%
-390.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.6% | -5.7% | -4.4% |
| 7D | -7.5% | +2.8% | -10.4% | -8.0% |
| 30D | -1.9% | +27.8% | -29.7% | -5.9% |
| 3M | +4.9% | +42.0% | -37.2% | -1.2% |
| 6M | -33.2% | +58.1% | -91.3% | -38.1% |
| YTD | -51.4% | +105.0% | -156.4% | -56.7% |
| 1Y | -52.0% | +104.9% | -156.9% | -57.3% |
| 3Y | -40.7% | +134.1% | -174.7% | -49.6% |
| 5Y | -41.7% | +363.8% | -405.5% | -51.8% |
| All | -41.7% | +349.1% | -390.9% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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