+500.7%
ISRG vs PCAR
+296.2%
+204.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.4% | -0.9% | -2.3% |
| 7D | +4.8% | +0.1% | +4.7% | +4.9% |
| 30D | +9.2% | -4.6% | +13.8% | +11.6% |
| 3M | +21.2% | -22.6% | +43.7% | +35.8% |
| 6M | +0.2% | -12.0% | +12.2% | +5.4% |
| YTD | -20.1% | -6.1% | -14.0% | -19.1% |
| 1Y | -17.3% | +6.3% | -23.7% | -21.3% |
| 3Y | +63.3% | +31.8% | +31.5% | +34.2% |
| 5Y | +24.1% | +104.2% | -80.1% | -20.8% |
| All | +500.7% | +296.2% | +204.4% | +201.5% |
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