+356.0%
ISRG vs PSA
+100.1%
+255.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.4% | -4.5% |
| 7D | -5.2% | -0.4% | -4.8% | -5.0% |
| 30D | -7.6% | -8.2% | +0.6% | -4.2% |
| 3M | -16.4% | -2.1% | -14.2% | -15.5% |
| 6M | -28.6% | -0.2% | -28.4% | -28.6% |
| YTD | -38.2% | +18.5% | -56.7% | -42.7% |
| 1Y | -25.5% | +6.6% | -32.1% | -27.9% |
| 3Y | +17.4% | +24.5% | -7.0% | +3.8% |
| 5Y | -3.0% | +13.6% | -16.6% | -11.1% |
| 10Y | +356.0% | +102.0% | +254.0% | +227.9% |
| All | +356.0% | +100.1% | +255.9% | +227.9% |
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