+537.3%
ISRG vs PSA
+131.0%
+406.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.0% |
| 7D | +2.1% | +0.8% | +1.3% | +1.9% |
| 30D | +6.2% | +15.9% | -9.7% | -0.2% |
| 3M | +14.4% | +4.2% | +10.2% | +12.3% |
| 6M | 0.0% | +10.1% | -10.1% | -4.0% |
| YTD | -20.5% | +33.3% | -53.9% | -30.0% |
| 1Y | -21.9% | +28.2% | -50.1% | -30.2% |
| 3Y | +62.2% | +54.9% | +7.3% | +30.2% |
| 5Y | +25.2% | +28.3% | -3.1% | +8.9% |
| 10Y | +537.3% | +134.1% | +403.3% | +333.1% |
| All | +537.3% | +131.0% | +406.3% | +333.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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