+23.9%
ISRG vs PSA
+30.3%
-6.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.0% |
| 7D | +4.8% | +3.9% | +0.9% | +3.2% |
| 30D | +9.2% | +19.7% | -10.4% | +1.3% |
| 3M | +21.2% | +4.3% | +16.9% | +19.0% |
| 6M | +0.2% | +11.4% | -11.1% | -4.2% |
| YTD | -20.1% | +33.9% | -54.0% | -29.8% |
| 1Y | -17.3% | +28.3% | -45.6% | -26.2% |
| 3Y | +63.3% | +53.5% | +9.8% | +29.0% |
| All | +23.9% | +30.3% | -6.4% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling