+522.5%
INTU vs PSX
+1,139.4%
-616.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.5% | -3.4% |
| 7D | -7.1% | +4.5% | -11.6% | -8.2% |
| 30D | +1.5% | +26.6% | -25.2% | -4.5% |
| 3M | +10.7% | +39.3% | -28.6% | +1.5% |
| 6M | -23.8% | +56.8% | -80.7% | -32.2% |
| YTD | -49.3% | +101.8% | -151.1% | -57.8% |
| 1Y | -49.7% | +99.6% | -149.3% | -58.1% |
| 3Y | -38.0% | +140.3% | -178.4% | -52.2% |
| 5Y | -38.7% | +339.3% | -378.1% | -61.3% |
| 10Y | +221.3% | +369.9% | -148.5% | +82.0% |
| All | +522.5% | +1,139.4% | -616.9% | +181.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling