+537.3%
ISRG vs PCAR
+292.6%
+244.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | +2.1% | +3.8% | -1.7% | +0.5% |
| 30D | +6.2% | -2.0% | +8.1% | +7.1% |
| 3M | +14.4% | -19.1% | +33.5% | +25.9% |
| 6M | 0.0% | -6.8% | +6.8% | +2.4% |
| YTD | -20.5% | -2.5% | -18.1% | -21.0% |
| 1Y | -21.9% | +9.7% | -31.5% | -26.7% |
| 3Y | +62.2% | +34.0% | +28.2% | +31.9% |
| 5Y | +25.2% | +113.3% | -88.2% | -22.5% |
| 10Y | +537.3% | +278.2% | +259.1% | +185.3% |
| All | +537.3% | +292.6% | +244.8% | +185.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 10y: compounded portfolio wealth divided by compounded PCAR 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…
10y analysis · Full analysis span regression · 6 months rolling