+376.2%
ISRG vs PCAR
+355.9%
+20.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -1.6% | -0.5% | -1.1% | -1.4% |
| 30D | -2.3% | -6.2% | +4.0% | +0.5% |
| 3M | -12.4% | +5.9% | -18.3% | -15.2% |
| 6M | -26.8% | +0.4% | -27.2% | -27.6% |
| YTD | -35.3% | +14.8% | -50.1% | -40.1% |
| 1Y | -19.3% | +30.1% | -49.4% | -30.0% |
| 3Y | +18.1% | +66.7% | -48.5% | -12.9% |
| 5Y | +2.6% | +166.1% | -163.5% | -42.2% |
| All | +376.2% | +355.9% | +20.2% | +113.9% |
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